Re: [EquisMetaStock Group] high volatility

["Martin Haesler" <abin@xxxxxxxxxxxxxx>]

I use the following formula to determine 
volatility.
 
<FONT face=Arial 
size=2>volat:=100*(hhv,h,10)-llv(l,10))/mov((h+l)/2,30,s);
congestion:=volat<=3.0;
hivolat:=volat>3.0;
 
ie take the range of the highest high to lowest low 
over ten periods, as a percentage of the moving average of mid price over 30 
periods.
 
Then decide a threshhold test (I typically use 3%) 
to determine if you are in congestion or not.
 
Martin
 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Fulvio 
  
  To: <A 
  title=equismetastock@xxxxxxxxxxxxxxx 
  href="">metastock 
  Sent: Monday, March 22, 2004 9:28 
PM
  Subject: [EquisMetaStock Group] high 
  volatility
  
  in a exploration how I can reject stocks with low 
  volatility?
  Thanks







Yahoo! Groups Sponsor


  ADVERTISEMENT 












Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/equismetastock/ 
To unsubscribe from this group, send an email to:equismetastock-unsubscribe@xxxxxxxxxxxxxxx 
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.