DislikedThanks. I undestand the maths but I don't understand what are X and Y. Are they the returns of the two time series? How to apply it here? Your second link is broken.Ignored
Any indicator that tells when Choppy/Ranging starts/ends? 25 replies
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choppy choppy choppy! 21 replies
Disliked{quote} Do you know any c++ or c code available for mutual information ?Ignored
int bars=1440; double chop=0; double curvelen=0; string symbolname=Symbol(); for(int i=bars; i>=0; i--) { curvelen+=(iHigh(symbolname,PERIOD_M1,i)-iLow(symbolname,PERIOD_M1,i)); } double upper=iHigh(symbolname,PERIOD_M1,iHighest(symbolname,PERIOD_M1,MODE_HIGH,bars,0)); double lower=iLow(symbolname,PERIOD_M1,iLowest(symbolname,PERIOD_M1,MODE_LOW,bars,0)); double curverange=upper-lower; if(curvelen>0 && curverange>0) chop=(curvelen/curverange);