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Doug
Try atr(10) / c * 100. This will give you
volatility, expressed as a percentage, over 10 days.
adetsec
<span
lang=EN-US >-----Original
Message-----
From: Doug Conwell
[mailto:conwell@xxxxxxxxxx]
Sent: Tuesday, 11 November 2003
4:02 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: Re: [EquisMetaStock
Group] Re: Too many Signals
<font size=3
face="Times New Roman">
<span
>Question for Roy or others who have
this knowledge. Do youknow of an end of day formula that will
provide the volitility of a stock over a defined period of time? What can
be added to this formula that will provide the price range for this defined
period of time? Any thoughts?
<span
>Doug
<span
>----- Original Message -----
<font
size=2 face=Arial>From: <a href=""
title="rlarsen@xxxxxxxxxxxxxx">Roy
<span
>To:<font
size=2 face=Arial> <a
href=""
title="equismetastock@xxxxxxxxxxxxxxx">equismetastock@xxxxxxxxxxxxxxx
<span
>Sent:<font
size=2 face=Arial> Monday,
November 10, 2003 10:46 PM
<span
>Subject:<font
size=2 face=Arial>
[EquisMetaStock Group] Re: Too many Signals
<font size=3
face="Times New Roman">
<font size=2
face="Courier New">Wallace<font
size=2 face="Courier New">
It looks to me as though this is written wongly,
if only for the
fact that it uses a forward reference. Since this
is looking into
the future (time periods that haven't arrived yet)
then I can't see
it being a lot of use.
Buy Condition: LOW < Ref(LOW,-1) AND LOW <
Ref(LOW,1)
Sell Condition: HIGH > Ref(HIGH,-1) AND HIGH
> Ref(HIGH,1)
Try this
Buy Condition:
L>Ref(L,-1) AND Ref(L,-1)<Ref(L,-2) AND
Ref(L,-1)<Ref(L,-3);
Sell Condition:
H<Ref(H,-1) AND Ref(H,-1)>Ref(H,-2) AND
Ref(H,-1)>Ref(H,-3);
The signal will be (I think) one bar later on all
but the leading
edge, and there is a fourth bar added to the
pattern that should cut
down on some of the signals.
Roy
--- In equismetastock@xxxxxxxxxxxxxxx, murusprimus
<no_reply@xxxx>
wrote:
> Hello All, hoping you might be interested in
improving this Expert.
> The Expert gives signals usually at the
top/bottom of swings, but
> also puts signals on almost every other bar
of the trend on
Intraday
> prices, and even the Daily gets too many
signals.
> Any ideas ? Wallace.
>
> Symbols
>
> Buy Condition: LOW < Ref(LOW,-1) AND
LOW < Ref(LOW,1)
>
> Sell Condition: HIGH > Ref(HIGH,-1) AND
HIGH > Ref(HIGH,1)
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