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20191002: The community is currently in readonly mode
20191002: The community is currently in readonly mode
Choppiness Index (CHOP)

Has someone worked on the
Choppiness Index (CHOP)
indicator yet?From tradingview:
The Choppiness Index (CHOP) is an indicator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction).
Implementing the formula should be not very difficult:
100 * LOG10( SUM(ATR(1), n) / ( MaxHi(n)  MinLo(n) ) ) / LOG10(n)
n = User defined period length.
LOG10(n) = base10 LOG of n
ATR(1) = Average True Range (Period of 1)
SUM(ATR(1), n) = Sum of the Average True Range over past n bars
MaxHi(n) = The highest high over past n bars

Wrote a first version: https://github.com/mementum/backtrader/pull/330

Will be looked into ...