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Hi TJ and others ,
I was looking for a way to measure price volatility ,
something along the lines of
the avg daily price range has been 2% over xn days
today the range is x % > than the average = buy signal
there maybe an indicator that does this or a piece of code ?
thanks David
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<DIV><FONT face=Arial size=2>Sorry, here's the formula</FONT></DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
<A title=dtholz@xxxx href="mailto:dtholz@xxxx";>David
Holzgrefe</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Wednesday, October 31, 2001 2:50
PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> [amibroker] volitiliy
measurments</DIV>
<DIV><BR></DIV>
<DIV><FONT face=Arial size=2>Hi TJ and others ,</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>I was looking for a way to measure price
volatility ,</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>something along the lines of </FONT></DIV>
<DIV><FONT face=Arial size=2>the avg daily price range has been 2% over xn
days </FONT></DIV>
<DIV><FONT face=Arial size=2>today the range is x % > than the
average = buy signal</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>there maybe an indicator that does this or a
piece of code ?</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>thanks David</FONT></DIV><BR><BR><TT>Your
use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service</A>.</TT>
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