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I need help with the logic for determining what I'm calling the
"Persistency of Trend Probability" for a security.
I want to determine the likelihood that a security's next 21-day price
change will be in the same direction (up or down) after the latest
21-day price change exceeds the average 21-day change. The purpose of
this is to isolate securities that exhibit a threshold (say 70%)
probability of trend persistency.
Any assistance in producing the logic for this would be appreciated. Or
if you know of a better approach to determining a persistency of trend
probability, I'm open to other suggestions.
Forgive me (again?), please, if this is a duplicate post. I subscribe to
the digest only and have not seen this post appear after 3 attempts. In
view of this, if replying, I would appreciate if a copy could be sent
directly to my e-mail address as well as a reply post.
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