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Tomasz Janeczko wrote:
> As you can see, there is no "period" parameter at all.
>
> Comparative relative strength is just price of one security divided
> by price of another.
Tomasz,
you are right but this is just a way to calculate comparative relative
strength. In fact you may want to calculate 3m, 6m, 1y, .. comparative
relative strength, since any one of these has shown different
statistical results.
But it's not difficult at all to calculate them
RS3m = roc(index1, 3_months_period) - roc(index2, 3_months_period)
--
Franco
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