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I copied and tried to paste your formula in indicator builder but it
keeps saying there's a parenthesis problem.
Any ideas?
Dominick
Martin Haesler wrote:
> I use the following formula to determine volatility.
>
> 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
>
>
> ----- Original Message -----
> From: Fulvio <mailto:fulami@xxxxxxxxxxxx>
> To: metastock <mailto:equismetastock@xxxxxxxxxxxxxxx>
> 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
>
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