The frequency is plotted for the mid value cross by calculating the cross count and dividing it by the maximum cross count that has occurred since the strategy was applied to the chart for the bars analyzed. For this tutorial I have defined oscillation frequency as the number of times price crosses the mid value (high plus low divided by two). In the tutorial video I create a simpler version than the tutorial program that is available for download. The tutorial program 110 that is available for download applied to a 10 minute chart Possible before a significant price adjustment. The idea for the tutorial was that, perhaps, there would be a greater frequency of Oscillation when the market was reaching a time of uncertainty. This strategy does not generate any trades, it is written as a strategy in order to be able to use historic tick data. Tutorial 110 demonstrates how to create a TradeStation EasyLanguage strategy designed to analyze tick data to calculate oscillation frequency and draw a histogram. Strategy to analyze tick data to draw “oscillation frequency” as an histogram
