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Kaufman's Efficiency Ratio

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    Kaufman's Efficiency Ratio

    I've attached an indicator for K-Efficiency that can be used as a trend strength indicator. Unfortunately, it currently has a bug. It compiles fine, but doesn't plot anything. I've gone over the math a bunch of times and haven't been able to find my error. I figured I would put it out to the community where there are a bunch of smart people who may have a few moments to help out. I also included the original code from TS commented out as a reference.
    Attached Files

    #2
    Learning1,

    You should always check the Control Center Log tab for errors. You will likely see "index out of range" exceptions since you are accessing Input[1] on the first bar of the chart where [1] 1 bar ago does not yet exist.

    Add something like:

    if (CurrentBar < 1)
    return;

    as the first line of the OnBarUpdate() method.
    RayNinjaTrader Customer Service

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      #3
      Undated and fixed

      Thanks Ray, that was exactly the issue. Also thanks for the log advice - it will come in handy as my education continues.

      Here is the updated indicator for the community.
      Attached Files

      Comment


        #4
        You are welcome.

        I cleaned up the file and listed it as an import zip file (preferred approach to distributing source files) and put it here -



        Thanks for your contribution.
        RayNinjaTrader Customer Service

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