[amibroker] RWIHI question

["Monty Webb" <the_bear_98@xxxxxxxxx>]

The following code appears for RWIHI in AB

RWIHi( minperiods, maxperiods);

I have only found a single period used in any of Michael Poulos calculations, and he talks about comparing a long term RWIHI(38) [for example]with a short term RWILO(7) , but each is calculated using just one period and then the two different values are studied. For each different value, the expected random walk( average ATR for n days)*SQRT(n) is compared to the value (Hi-low(n)) for all days 1 thru n and the greatest ratio is used for the RWIHI for that day.

 So the n used in the random walk denominator is the same n as used in the actual drift numerator .

My question is just what are we calculating with the two different periods in the AB equation.

Thanks

Monty

 

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