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StorkBite  
#1 Posted : Monday, April 25, 2005 6:23:37 PM(UTC)
StorkBite

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Just for reassurance, I want to check any thoughts on this formula for calculating the volatility average based on the number of days that the trend has been in place. It seems to work OK. [code:1:92f79d2a14]Trend:= If(C>Ref(C,-1) AND Ref(C,-1)>Ref(C,-2),PREV+1, If(C<Ref(C,-1) AND Ref(C,-1)<Ref(C,-2),PREV-1, If(C>Ref(C,-1) AND Ref(C,-1)<=Ref(C,-2),1, If(C<Ref(C,-1) AND Ref(C,-1)>=Ref(C,-2),-1, 0)))); Sum(H-L,LastValue(Trend-PREV+PREV))/Max(Trend,0.00001)[/code:1:92f79d2a14]
Patrick  
#2 Posted : Wednesday, April 27, 2005 10:06:28 PM(UTC)
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g_stockman, I don't see anything wrong with your formula, seems fine ... Patrick :mrgreen:
StorkBite  
#3 Posted : Wednesday, April 27, 2005 10:57:18 PM(UTC)
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Thanks, Patrick! I appreciate you taking some time to look it over. You're the best. :D
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