Connors volatility

[michael22]

I did a search in the EFS library and came up with the Connors volatlity formula but it has an error. Could someone assist me in debugging it?

[ACM]

Michael
Could you attach the efs and what is the error
Alex

[michael22]

here is the formula:
Provided By : eSignal. (c) Copyright 2003
*********************************/

function preMain() {
setStudyTitle("Historical Volatility");
setCursorLabelName("HV ", 0);
setCursorLabelName(" ", 1);
setDefaultBarFgColor(Color.blue, 0);
setDefaultBarFgColor(Color.black, 1);
}

function STDV(length) {
var sumX = 0;
var sumX2 = 0;
for (i = 0; i < length; ++i) {
sumX += aLog[i];
sumX2 += (aLog[i] * aLog[i])
}
var meanX = (sumX/length);
var stdev = Math.sqrt((sumX2/length) - (meanX*meanX));

return stdev;
}

var aLog = null;

function main(nLength1, nLength2) {
if (nLength1 == null || nLength1 < 3)
nLength1 = 6;
if (nLength2 == null)
nLength2 = 100;

var c = close();
if (c == null)
return;

if (aLog == null && close(-nLength2-1) != null) {
aLog = new Array(nLength2);
for (i = 0; i < nLength2; ++i) {
aLog[i] = Math.log(close(-i)/close(-i-1));
}
}

if (aLog[nLength2-1] == null)
return;

if (getBarState() == BARSTATE_NEWBAR) {
aLog.pop()
aLog.unshift(Math.log(c/close(-1)));
} else {
aLog[0] = Math.log(c/close(-1));
}

var stdv1 = STDV(nLength1);
var stdv2 = STDV(nLength2);

var HV = (stdv1 * Math.sqrt(256) * 100) / (stdv2 * Math.sqrt(256) * 100);

if (HV < .5) {
//setPriceBarColor(Color.cyan);
setBarBgColor(Color.red);
} else {
setBarBgColor(Color.white);
}

return new Array(HV, .5);
}

[ACM]

Michael
Seems to be working fine here (see image below)



Did you copy the code to your message exactly as it appears in the Editor?
If so put a /* in a line above Provided By : eSignal. (c) Copyright 2003
Alex