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Re: [Metastockusers] HV Exploration



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sorry no answer from me, if you are interested in volatility, did you try
the crossover of 100 day and 10 days volatility? and the volatility index?
lately one of my templates has both along with the plain volatility
indicator and a crossover of MA of 5 and 20 days, with good results
BYe

Pablo
----- Original Message -----
From: <hcourtney@xxxxxxxxx>
To: <Metastockusers@xxxxxxxxxxxxxxx>
Sent: Sunday, December 08, 2002 5:08 PM
Subject: [Metastockusers] HV Exploration


> I have the following as an exploration of 6d and 10d Historical
> Volatility:
>
> ColA: (Std(Log(C / Ref(C,-1)),6)*Sqr(256)) /(Std(Log(C / Ref(C,-
> 1)),100)*Sqr(256)) ; (Std(Log(C / Ref(C,-1)),10)*Sqr(256)) /(Std(Log
> (C / Ref(C,-1)),100)*Sqr(256))
>
> Filter: ColA < .5
>
> I would also like to filter further so the reading has been below .5
> for at least the 3 past days. How would I do that?
>
> Thanks,
> Harold
>
>
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