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Hi Anthony,
I went through that formula. And indeed its a pretty good work. But I
have some questions.
1. If there is an N day up(or down)trend, ending with N+1st day, then
that streak will also change the 1 day Up count, 2 day up count,3 day
up count.. all the way to N;
2. Also,why is the need for Percent'X'DayUp or Percent'X'DayDown
needed to be compared with Pct'X-1'DayUp. Does it give something to
draw conclusions on?
Soham
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxx> wrote:
>
> Price persistency formula in the AFL library has exactly what you
are looking for.
>
>
> ----- Original Message -----
> From: Soham
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, January 30, 2009 1:50 PM
> Subject: [amibroker] Trading Research and its Statistics
>
>
> Hi guys,
>
> Although I am familiar with AFL but strangely finding myself not able
> to get my work done.
>
> I am having a requirement to:
>
> 1. Count the number of days,Close is above [or below] the
bollinger band
> 2. And count the number of days for which it has trended in the same
> direction.
>
> I would additionally love to see, a standard histogram of trending
days.
>
> Can you help me out?
>
> Soham
>
>
>
>
>
>
>
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