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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]
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Rank: Advanced Member
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Joined: 9/8/2004(UTC)
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g_stockman,
I don't see anything wrong with your formula, seems fine ...
Patrick :mrgreen:
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 3/19/2005(UTC)
Posts: 2,995
Was thanked: 14 time(s) in 10 post(s)
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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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