Jan: I notice that in your formula, the period is the variable n:
V=100* the square root of ( (250/n-1)*(the sum of the square of the
log of the change in price from the prior period minus the square of
the sum of the log of change in price from the prior period divided by
n).
Here's the whole QP2 translation again with variable periods. Your "n"
is "period" in the scan. I've set it to 14 this time. Values exactly
match those in Metastock.
//AIQ Volatility Indicator, translated for QP2 by Brooke
input="volvol.lst";
output="volatility.lst";
daystoload=500;
float x,xx,n,n3,n5,n7,n9,n11,n13,n15,lnx,sumlnx,sumlnxlnx,
sumlnxsumlnx,formula1,formula2,in,out,fx,xxx,period;
integer i,j;
period:=14;
sumlnx:=0;
sumlnxlnx:=0;
for i=-(period-1) to 0 step 1 do
x:=close(i)/close(i-1);
if x >= 100000 then xx := x /100000; else
if x >= 10000 then xx := x / 10000; else
if x >= 1000 then xx := x / 1000; else
if x >= 100 then xx := x / 100; else
if x >= 10 then xx := x / 10; else
xx := x; endif; endif; endif; endif; endif;
n :=(xx-1)/(xx+1); n3 :=n*n*n; n5 :=n3*n*n;
n7 :=n5*n*n; n9 :=n7*n*n; n11 :=n9*n*n;
n13 :=n11*n*n; n15 :=n13*n*n;
lnx := 2*(n+n3/3+n5/5+n7/7+n9/9+n11/11+n13/13+n15/15); //Log(C/Ref(C,-1))
if x >= 100000 then lnx := lnx + 11.51293; else
if x >= 10000 then lnx := lnx + 9.21034; else
if x >= 1000 then lnx := lnx + 6.90776; else
if x >= 100 then lnx := lnx + 4.60517; else
if x >= 10 then lnx := lnx + 2.30258;
endif; endif; endif; endif; endif;
sumlnx:= sumlnx+lnx; //Sum(Log(C/Ref(C,-1)),21)
sumlnxlnx:=sumlnxlnx+(lnx*lnx); //Sum((Log(C/Ref(C,-1))*Log(C/Ref(C,-1))),21)
next i;
sumlnxsumlnx:=sumlnx*sumlnx; //((Sum(Log(C/Ref(C,-1)),21)*Sum(Log(C/Ref(C,-1)),21))
formula1:=sumlnxlnx-(sumlnxsumlnx/period); //( Sum((Log(C/Ref(C,-1))*Log(C/Ref(C,-1))),21) -
// ((Sum(Log(C/Ref(C,-1)),21)*Sum(Log(C/Ref(C,-1)),21)) )/21)
formula2:=12.5*formula1;
println symbol:-5, " ", "sumlnx: ", " ", sumlnx:10:5, " ",
"sumlnxlnx: ", " ", sumlnxlnx:10:5, " ",
"sumlnxsumlnx: ", " ", sumlnxsumlnx:10:5, " ",
"formula1: ", " ", formula1:10:5, " ",
"formula2: ", " ", formula2:10:5, " ",
symbol:-5;
in := formula2;
xxx := 1.0;
fx := 1.0;
for j = 0 to 9 step 1 do
xxx := xxx - fx/(2*xxx);
fx := xxx*xxx - in;
next j;
out := xxx;
println symbol, ", ", "AIQ Volatility Indicator: ", " ", 100*out:6:2;
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