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say you were looking for a subgroup of the NASDAQ, or NASDAQ 100, or S&P
500, or whatever, that was the "most active" ones. on a gut level, I mean
the ones with the most price motion in general, but I'm not sure what a good
technical measure of that would be, or if there are standard ones.
one thing you could use would be the MA(SomePeriod) of the absolute value of
the percentage daily price change. I coded that like this:
ActivityLevel = MA(Abs(C - Ref(C, -1)) / Ref(C, -1), period) * 100
are there standard measures for this?
Dave Merrill
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