【ProbBelow】
[code]inputs:PriceValueTarget( numericsimple ),
CurrentPriceValue( numericsimple ),
VoltyVal( numericsimple ),
BarsToGo( numericsimple ) ;
variables:
var0( 0 ),
var1( 0 ),
var2( 0 ) ;
condition1 = MinList( PriceValueTarget, CurrentPriceValue, VoltyVal, BarsToGo ) <= 0 ;
if condition1 then
ProbBelow = 0
else
begin
var1 = VoltyVal * SquareRoot( BarsToGo / Square( BarAnnualization ) ) ;
var0 = Log( PriceValueTarget / CurrentPriceValue ) ;
if var1 <> 0 then
var2 = var0 / var1 ;
ProbBelow = NormSCDensity( var2 ) ;
end ;
[/code]
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