{
 Function NTStop
 Noise tolerant money management stop.

 This function detrends the price over the last N bars. 
 The maximum deviation of price from the trend line is used
 to determine the size of the money management stop, which
 is returned.

 Copyright 2006 Breakout Futures
 www.BreakoutFutures.com

}
 input: N          (NumericSimple);    { Lookback length }
 
 Var:  HDet      (0),     { detrended high }
       LDet      (0),     { detrended low }
       Devi      (0),     { deviation from trend line }
       MaxDev    (0),     { maximum deviation }
       ii        (0);     { loop counter }
  
 { Calculate deviation of price from trend }
 MaxDev = 0;
 for ii = 0 to N Begin
     HDet = H[ii] - ((C[N] - C)/N * ii + C);
     LDet = L[ii] - ((C[N] - C)/N * ii + C);
     Devi = MaxList(AbsValue(HDet), AbsValue(LDet));
     if Devi > MaxDev then
        MaxDev = Devi;
 End;
 	
 { Use average of MaxDev over past N bars as stop size }
 NTStop = Average(MaxDev, N);