var MMI(var *Data,int Length)  
{  
  var m = Median(Data,Length);  
  int i, nh=0, nl=0;
  for(i=1; i<Length; i++) {
    if(Data[i] > m && Data[i] > Data[i-1])
      nl++;
    else if(Data[i] < m && Data[i] < Data[i-1])
      nh++;
  }
  return 100.*(nl+nh)/(Length-1);
}

// Zorro's Market Meanness Index
var MMI(var* Data,int TimePeriod)
{
// clip time period to history length
	TimePeriod = Min(TimePeriod,1000);
	checkLookBack(TimePeriod);
	TimePeriod = Min((uint)TimePeriod,g->nBar-1);
	if(TimePeriod < 2) return 75;
// calculate MMI statistics
	var m = Median(Data,TimePeriod); 
	int i, nh=0, nl=0;
	for(i=1; i<TimePeriod; i++) {
		if(Data[i] > m && Data[i] > Data[i-1])
			nl++;
		else if(Data[i] < m && Data[i] < Data[i-1])
			nh++;
	}
	return 100.*(nl+nh)/(TimePeriod-1);
}

// Zorro's Market Meanness Index
var MMI(var* Data,int TimePeriod)
{
	checkLookBack(TimePeriod);
// clip time period to history length
	TimePeriod = Min((uint)TimePeriod,g->nBar-2);
	if(TimePeriod < 2) return 75;
// calculate MMI statistics
	var m = Median(Data,TimePeriod|1); 
	int i, nh=0, nl=0;
	for(i=1; i<TimePeriod; i++) {
		if(Data[i] > m && Data[i] > Data[i-1])
			nl++;
		else if(Data[i] < m && Data[i] < Data[i-1])
			nh++;
	}
	return 100.*(nl+nh)/(TimePeriod-1);
}