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I have added ref,-1 ref,-2 and ref,-3 to your volatility formula in
separate columns to extend the number of days the condition
applies. There are two columns E & F left so you could extend the
condition further in time with ref,-4 and ref,-5.
colA:- (Std(Log(C / Ref(C,-1)),6)*Sqr(256)) /(Std(Log(C / Ref(C,-
1)),100)*Sqr(256)) ; (Std(Log(C / Ref(C,-1)),10)*Sqr(256)) /(Std(Log
(C / Ref(C,-1)),100)*Sqr(256))
colB:-Ref((Std(Log(C / Ref(C,-1)),6)*Sqr(256)) /(Std(Log(C / Ref(C,-
1)),100)*Sqr(256)),-1) ; Ref((Std(Log(C / Ref(C,-1)),10)*Sqr(256)) /
(Std(Log(C / Ref(C,-1)),100)*Sqr(256)),-1)
ColC:-Ref((Std(Log(C / Ref(C,-1)),6)*Sqr(256)) /(Std(Log(C / Ref(C,-
1)),100)*Sqr(256)),-2) ; Ref((Std(Log(C / Ref(C,-1)),10)*Sqr(256)) /
(Std(Log(C / Ref(C,-1)),100)*Sqr(256)),-2)
ColD:-Ref((Std(Log(C / Ref(C,-1)),6)*Sqr(256)) /(Std(Log(C / Ref(C,-
1)),100)*Sqr(256)),-3) ; Ref((Std(Log(C / Ref(C,-1)),10)*Sqr(256)) /
(Std(Log(C / Ref(C,-1)),100)*Sqr(256)),-3)
Filter:-When(colA < .5) AND When(colB < .5) AND When( colC < .5) AND
When( colD < .5)
-- In equismetastock@xxxxxxxxxxxxxxx, hcour <no_reply@xxxx> wrote:
> I have the following as an exploration of 6d and 10d Historical
> Volatility:
>
> ColA: (Std(Log(C / Ref(C,-1)),6)*Sqr(256)) /(Std(Log(C / Ref(C,-
> 1)),100)*Sqr(256)) ; (Std(Log(C / Ref(C,-1)),10)*Sqr(256)) /(Std
(Log
> (C / Ref(C,-1)),100)*Sqr(256))
>
> Filter: ColA < .5
>
> I would also like to filter further so the reading has been
below .5
> for at least the 3 past days. How would I do that?
>
> Thanks,
> Harold
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