Dr. Brett Steenbarger's Two-Hour Adjusted $TICK MA is discribed in his recent post titled: "Gauging Intraday Swings With NYSE TICK."
Above appears to be a close representation of his Two-Hour Adjusted $TICK MA Indicator described in his post. Instead of a 20-day average as mentioned in his post, I have the Indicator setup for a 10-day average (3900 1-Minute periods) in order to come close to duplicating the chart in his post. The TradeStation Code is below:
Charles
RELATED POST:
Adjusted $TICK and Cumulative $TICK
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