NinjaTrader 7 Indicators - jhlEfficiency
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jhlEfficiency
A signal to noise ratio. Returns the total delta for the period divided by the sum of each individual period's delta. Does not iterate, so can reasonably be used with CalculateOnBarClose == false. Might be known by other names, documented as 'Efficiency' in 'Smarter Trading' by Perry J. Kaufman. Version 1.0.


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July 5th, 2010
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Keywords: fluxsmith efficiency signal noise
 

 
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