Searching for entries matching efficiency, looking in keywords for any words Found 3 matching entries
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2070
mntman
Polarized Fractal Efficiency. This does not return similar values to the NT supplied PFE, which does not implement the formulas I've found by this name. My indicator's waveform is similar enough to thinkorswim's to conclude that I have implemented the algorithm represented correctly. This indicator does not iterate. Version 1.0.
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.
April 23rd, 2021 05:38 PM vmodus Thanks, this is very cool. There is a zero/div error that may occur from time to time that I corrected. Do you want th
e updated code?
October 14th, 2020 10:26 AM vmodus Great little indicator, thank you!