is it possible to calculate FE over ATH based on the formula?

Hi Guys,

I'm interested in the Fractal Efficiency Ratio as described by Perry Kaufaman. The fractal efficiency is a measure of market speed volatility.

I am trying to learn how to script and feel like I am getting better....however, this may seem simple for others, but I have been having one hell of a time trying to convert this TOS, but keeping getting a error message. Here is the following formula for tc2000 that I am trying to convert:

(C - C20) / (ABS(C - C1) + ABS(C1 - C2) + ABS(C2 - C3) + ABS(C3 - C4) + ABS(C4 - C5) + ABS(C5 - C6) + ABS(C6 - C7) + ABS(C7 - C8) + ABS(C8 - C9) + ABS(C9 - C10) + ABS(C10 - C11) + ABS(C11 - C12) + ABS(C12 - C13) + ABS(C13 - C14) + ABS(C14 - C15) + ABS(C15 - C16) + ABS(C16 - C17) + ABS(C17 - C18) + ABS(C18 - C19) + ABS(C19 - C20))

.....

so when I do convert this formula, substituting C = "close" and ABS = "AbsValue"....I get a error message at the end.

What am I doing wrong?

Thanks.
 
@Docbrown83 Did you put the numbers in []? c1 to close[1], c2 to close[2], etc. You can compress that code into this as well.
Code:
input efficiency_length = 10;

def change = close - close[efficiency_length];
def volatility = Sum(AbsValue(close - close[1]), efficiency_length);
plot ER = change / volatility;
 
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@Docbrown83 Did you put the numbers in []? c1 to close[1], c2 to close[2], etc. You can compress that code into this as well.
Code:
input efficiency_length = 10;

def change = close - close[efficiency_length];
def volatility = Sum(AbsValue(close - close[1]), efficiency_length);
plot ER = change / volatility;
No I didn't.....well now I know! Thank you!!!
 

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