MetaStock Formula - Connor's and Raschke's Historical Volatility System

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Here is the Connors and Raschke's historical volatility system exploration in August 1996 TASC Trader's Tips translated for MetaStock.

METASTOCK COLUMN FORMULA

Column A : Vol ratio
std(log(C/ref(C,-1)),5)/std(log(C/ref(C,-1)),99)

Column B : NR4 day
if(HIGH-LOW,<,ref(llv(H-L,3),-1),1,0)

Column C : Inside
if(HIGH,<,ref(HIGH,-1),if(LOW,>,ref(LOW,-1),1,0),0)

Column D : High
HIGH

Column E : Low
LOW

METASTOCK FILTER FORMULA

when(colA,<,0.5) AND (when(colB,=,1) OR when(colC,=,1))