Rank: Newbie
Groups: Registered, Registered Users Joined: 4/23/2012(UTC) Posts: 4
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Hi, I need to sum the 1-period % Rate of Change (on close price) between yesterday and today, 2 days ago and yesterday, 3 days ago and 2 days ago, and so on, but only if they are >0.
Then I have to do the same with those Rate of change that are less than zero.
And than I have to multiply them.
for exaple:
Day..............................ROC:
5/4 days ago..................2%
4/3 days ago.................-1%
3/2 days ago..................3%
2/1 days ago..................1%
1 day ago/today............-1.5%
i need to calculate (6)*(-2.5)
Does anybody know how to write a code trhat does this??
Thank you!!!
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Code:
myroc:=roc(c,1,%);
up:=myroc>0;
dn:=myroc {less than} 0;
up:=sum(myroc*up,5);
dn:=sum(myroc*dn,5);
{plot}
up;
dn;
You might want to consider zero ROC?
wabbit [:D]
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Rank: Newbie
Groups: Registered, Registered Users Joined: 4/23/2012(UTC) Posts: 4
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thank you very much.
But I read the Formula Primer Guide, and there was no reference to something like "up:=myroc>0;", what does it do? what it means to declare a variable with a condition like ">0"?
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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MS evaluates the condition to return 1 if TRUE, 0 or FALSE otherwise. It's a much easier and faster way than :
up:= if(myroc>0,1,0);
wabbit [:D]
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Rank: Newbie
Groups: Registered, Registered Users Joined: 4/23/2012(UTC) Posts: 4
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oh!! I got it, brilliant, thanks!
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