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Relative Stregth



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Can someone pla advise me how I can calculate realtive strength.

If I have a sector of interest, or perhaps one of my own liking, 
containing stocks which I think belong in their own little group, how 
do I creat an index? (or is it a composite?). It doesn't look to me 
that there is a way define what belongs in a special grouping. Maybe 
I missed someting

P