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Epintoem,
I have uploaded this formula to the library....this
should get you going
Price Persistency<A
href="">http://www.amibroker.com/library/detail.php?id=245
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----- Original Message -----
<DIV
>From:
epintoem
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, June 21, 2003 9:20
AM
Subject: [amibroker] Statistical
occurrences and performance
I am just looking for some clues as to how this may be
accomplished.I am looking to count the number of consecutive up and
down days forany given security. Based on the performance of the security
aftereach occurrence, I would like to tabulate it and see which run
wouldbe most likely to be profitable. Any ideas on how to accomplish
this.The period of performance is not likely to exceed three days. If
Icould provide a variable parameter here it would be
excellentTIA
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