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David,
Quick view in fact does not use AFL at
all.
But daily return is ROC( close, 1 ); and weekly
return is ROC( close, 5 );
Monthly/yearly returns in QuickView checkfor
dates but
a good approximation is
monthlyreturn = ROC( close, 23 ); // 4.5
week
yearlyreturn = ROC( close, 260 ); // 52
weeks
Tomasz
Janeczko===============AmiBroker - the comprehensive share
manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
David
Holzgrefe
To: <A title=tj@xxxx
href="">Tomasz Janeczko ; <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, May 28, 2001 5:30
AM
Subject: [amibroker] formula for quick
view
Hi TJ and others
TJ could your send me the formula used for
calculating the
daily return
weekly return
monthly returns
quarterly returns
and yearly returns
in the Quick view window
I was wanting to use them for a top down
comparison
eg if has performed poorly in my filter
will it reverse over the next period ?
Thanks David.
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