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Joined: 4/20/2012(UTC)
Posts: 1
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I have been trying to code the Ulcer Ratio in Metastock.
Here is the pseudo-code for it:
SumSq = 0
MaxValue = 0
for T = 1 to NumOfPeriods do
if Value[T] > MaxValue then MaxValue = Value[T] else SumSq = SumSq + sqr(100 * ((Value[T] / MaxValue) - 1))
UI = sqrt(SumSq / NumOfPeriods)
Is it possible to code this in Metastock?
If not, any guidance on what I would need to do
to get this to work using a DLL would be greatly appreciated. Thank you!
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Rewriting between proper code tags and formatting, we get: Code:
SumSq = 0;
MaxValue = 0;
for T = 1 to NumOfPeriods
{
if Value[T] > MaxValue
MaxValue = Value[T]
else
SumSq = SumSq + sqr(100 * ((Value[T] / MaxValue) - 1))
UI = sqrt(SumSq / NumOfPeriods)
}
You've got several problems, the main one is with the 'else' condition, which you should want to evaluate on every pass. Anyway, does this help? http://srsc.com.vn/metastock-codes/e-w-Ulcer_Index.html
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