Random Walk Index

[kosovafan]

Hello,


i have a question about the RWI. Use RWI someone in NinjaTrader and can publish the code for it. I have try to understand how i must writing but its so hard. I have it in Prorealtime, but there i can only backtesting one Underlaying in NinjaTrader can backtesting complete Underlayings.

It were so great. I use the follow code in Prorealtime.

b=0
d=0
for i=1 to n do
	a=(high-low[i])/((averagetruerange[i](close[1]))/SQRT(i))
	b=max(b,a)
next
for i = 1 to n do
	c=(high[i]-low)/((averagetruerange[i](close[1]))/sqrt(i))
	d=max(c,d)
next
if b<1 then
	e=-1
else
	if d< 1 then
		e=1
	else
	endif
endif
f=-2
ligne=1
return b as "rwi high",ligne as "ligne1",d as "rwi low",f coloured by e

n = period (64)

it were nice when can someone help.


Silvio

[NinjaTrader_Bertrand]

I would unfortunately not be aware of a direct port, but the Fractal Dimension might be a good starting point as it falls into the same category - http://www.ninjatrader.com/support/f...90&postcount=1

[kosovafan]

Hello,

yes thank u then i have installed but is not so same. Because they plot not the RWI only the other on chart.


Regards
Silvio

[NinjaTrader_Bertrand]

Correct, they would not be the same, but perhaps a start for you - if you would like to get the RWI coded up / ported to NT you can consider contacting a consultant - http://www.ninjatrader.com/partners#...pt-Consultants