Acepsut,


You seem to be a nice guy, but I will not help you.
Unfortunately, I do not have the time to explain you in detail the hows and the whys of the LER. The VIT book explains it well enough for you to get on the right tracks.

Your latest questions tell me that you are not thinking this over. You just want to program and need technical assistance. I will not do the thinking for you. You are a developer and now I doubt that you are even a trader.

Please start with a simple question: "what do I want to measure?" If you can as a trader answer that question, then the developer will know what to do. You will think, you will test, you will back-test... you will rework again and again... you will do whatever is necessary.

I am more than happy to exchange over trading, over new ideas or anything that might interest me and other traders. Unfortunately, I have no time for the rest.



Pascal