AverageMTF Fuction - Function

[JPR]

AverageMTF Fuction

Inputs: Factor( numericsimple ), Price( numericseries ), Length( numericsimple );

Variables: Sum( 0 ), Count( 0 ), Vector( 0 );

Vector = PriceMTF( Factor, Price );

Sum = 0;

If MTF( Factor ) Then
Begin
For Count = 0 to Length - 1
Begin
Sum = Sum + Vector[ Count * Factor ];
End;
AverageMTF = Div( Sum, Length );
End
Else
AverageMTF = AverageMTF[1];