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Joe:
Thanks for bringing this to my attention.
I have separated the Col names from the formulas. this makes it a bit
easier to follow
Lionel Issen
lissen@xxxxxxxxxxxxxx
----- Original Message -----
From: "Joe Acevedo" <cn001532@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Tuesday, October 02, 2001 7:51 PM
Subject: Re: Calculating Narrowest Trading Range
> A friend turned me onto this website
>
> Historical Volatility System, Connors and Raschke's
> Rev. 02/24/97
> In the August 96 issue of Stocks & Commodities,
> Traders Tips, Allan McNichol explains how to use the
> MetaStock Explorer to search for securities based on
> Connors and Raschke's historical volatility system.
> The following is from his article.
> To do this go to The Explorer and choose the New
> button. Enter in the following column and filter
> formulas.
>
> Col A: Vol ratio Std(Log(C/Ref(C,-1)),5) /
> Std(Log(C/Ref(C,-1)),99)
> Col B: NR4 day High - Low < Ref(LLV(H-L,3),-1)
> Col C: Inside High < Ref(High,-1) AND Low >
> Ref(Low,-1)
> Col D: High High
> Col E: Low Low
> Filter ColA < 0.5 AND (ColB = 1 OR ColC = 1)
>
> Run the exploration on the desired securities and
> display the report. Column A shows the ratio between
> the six-day and 100-day volatility. Column B displays
> a 1 if today is a NR4 day and a zero on all other
> days. Similarly, column C displays a 1 if today is an
> inside day. The high and low are
>
>
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