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Has anyone coded the Deel indicator fromMS
below is my afl attempt
Col A: Volatil$ Fml( "Deel - average dollar price volatility")
Col B: close CLOSE
Col C: vol VOLUME
Filter colB>50 AND colB <500 AND colC
>1600000
Deel - average dollar price volatility -
Indicator
(H - L + (Ref(H,-1) - Ref(L,-1)) + (Ref(H,-2) -
Ref(L,-2))+(Ref(H,-3) - Ref(L,-3)) + (Ref(H,-4) -
Ref(L,-4))) / 5
My interpritation in afl<FONT
size=2>
C1 = (H-L + (Ref<FONT
size=2>(H,-1) -
Ref<FONT
size=2>(L,-1)) +
(Ref<FONT
size=2>(H,-2) -
Ref<FONT
size=2>(L,-2)) +
(Ref<FONT
size=2>(H,-3) -
Ref<FONT
size=2>(L,-3)) +
(Ref<FONT
size=2>(H,-4<FONT
size=2>)-Ref<FONT
size=2>(L,-4<FONT
size=2>)))/5;
c2 =C > .50 AND C < <FONT color=#ff00ff
size=2>5.00 AND V > <FONT color=#ff00ff
size=2>16000 ;
Buy = C1 and C2;
Thanks
David Holzgrefe msn messenger <A
href="">dtholz@xxxxicq
21622812
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