Interquartile Range (IQR) as indicator of volatility
Author: Carova
Creation Date: 3/9/2019 8:53 PM
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Carova

#1
Hi Eugene!

I am attempting to create another volatility indicator, the Interquartile Range (https://en.wikipedia.org/wiki/Interquartile_range).

I found the code to do this on StackOverflow (https://stackoverflow.com/questions/14683467/finding-the-first-and-third-quartiles) but I am so ignorant in C# that I am having trouble incorporating it. I used the framework that you provided here (https://www.wealth-lab.com/Forum/Posts/MAD-Median-Absolute-Deviation-as-an-Indicator-of-Volatility-39177) for MAD but it is obvious that I do not know what I am doing. Here is my feeble attempt:

CODE:
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What am I doing wrong? Thanks!

Vince
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Eugene

#2
Hi Vince,

For what it's worth...

CODE:
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Eugene

#3
Let's have it added to Community Indicators 2019.04.
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Carova

#4
Thanks Eugene!

Vince

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Eugene

#5
Any time.
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