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To: bdog who wrote (9080)3/21/1999 9:01:00 AM
From: TechTrader42  Respond to of 11149
 
Here's a slightly shorter version. If anyone wants to make it even
shorter, please do. Also, if anyone wants to add previous values of
the indicator, and the highest high value for certain periods, again
be my guest. Oh, one more thing: Don't use the scan's "formula1" on your hair.

//AIQ Volatility Indicator,
//translated by Brooke
//from Jan Robert Wolensky's Metastock version
//with Square Root and Log formulas by Jeff Grover, Bob Jagow
//100*(Sqrt(12.5*
//(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)))
//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,in,out,fx,xxx,period;
integer i,j;
period:=21;
sumlnx:=0;
sumlnxlnx:=0;
for i=-(period-1) to 0 step 1 do
//Jeff Grover's log formula
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;
sumlnxlnx:=sumlnxlnx+(lnx*lnx);
next i;
sumlnxsumlnx:=sumlnx*sumlnx;
formula1:=12.5*(sumlnxlnx-(sumlnxsumlnx/period));
//Square root formula by Jeff Grover, Bob Jagow
in := formula1;
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:-5, ", ", "AIQ Volatility Indicator: ", " ", 100*out:6:2;