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This is a slightly more efficient
version.
change := <FONT face=Arial
size=2>(abs(roc(c,%,1)));
days := 5;
change >
ref(mov(change,days,s),-1);
In simple terms, there's first variable CHANGE is
set to the absolute % change for each trading period
days is set to 5 as constant fo rthe moving
average
The comparison of change (today's absolute change)
is made against the yesterday's 5 day moving average of the absolute
change.
Best regards,Richard DaleNorgate Investor
Services- Premium Quality Stock & Futures Data covering Australia,
Singapore and US Markets -<A
href="http://www.premiumdata.net">www.premiumdata.net
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