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Re: [EquisMetaStock Group] high volatility



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Sorry about that .... slip of the digit

code is as follows ...

volat:=
100*(HHV(H,10)-LLV(L,10))/Mov((H+L)/2,30,S);
 congestion:=volat<=3.0;
 hivolat:=volat>3.0;
volat;3;                {display congestion value and threshhold}
-2+congestion;    {display congestion periods}


----- Original Message ----- 
From: "Dominick" <Dom2000@xxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 23, 2004 10:25 AM
Subject: Re: [EquisMetaStock Group] high volatility


> 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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