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IDEA:
Another twist I am investigating is to measure what I call "Up Vol" and
"Down Vol".
UpVol = Volatility of Up Days only
DnVol = Volatility of Down Days only
I have tried to extract some meaning from the ratio of the two ie.
Indicator = UpVol / DnVol
but found nothing yet - perhaps someone on the List can!
Michael Samerski
Metronome Trading Systems Pty Limited
email : michael@xxxxxxxxxxxxxxxxxxxxxxxx
www : http://www.metronome-trading.com.au
<http://www.metronome-trading.com.au/>
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