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<span
style='font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>Thanks to
all that replied.
<span
style='font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>
<span
style='font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>I will be
away for a week or so, but will report back any significant studies I come up
with.
<span
style='font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>
<span
style='font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>
<span
style='font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>
<font size=2 color=black
face=Tahoma>-----Original
Message-----
From: Richard Dale
[mailto:richard@xxxxxxxxxxxxxxx]
Sent: Thursday, December 19, 2002
9:06 AM
To: Metastockusers@xxxxxxxxxxxxxxx
Subject: Re: [Metastockusers]
Average Price CHANGE
<span
style='font-size:12.0pt'>
<font size=2 color=black
face=Arial>This is
a slightly more efficient version.<span
style='color:black;mso-color-alt:windowtext'>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=2 color=black
face=Arial>change
:= (abs(roc(c,%,1)));<span style='color:black;
mso-color-alt:windowtext'>
<font size=2 color=black
face=Arial>days :=
5;
<font size=2 color=black
face=Arial>change
> ref(mov(change,days,s),-1);<span
style='color:black;mso-color-alt:windowtext'>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=2 color=black
face=Arial>In
simple terms, there's first variable CHANGE is set to the absolute % change for
each trading period<span style='color:black;
mso-color-alt:windowtext'>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=2 color=black
face=Arial>days is
set to 5 as constant fo rthe moving average<span
style='color:black;mso-color-alt:windowtext'>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=2 color=black
face=Arial>The
comparison of change (today's absolute change) is made against the yesterday's
5 day moving average of the absolute change.<span
style='color:black;mso-color-alt:windowtext'>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=2 color=black
face=Arial>Best
regards,
Richard Dale
Norgate Investor Services
- Premium Quality Stock & Futures Data covering Australia, Singapore and US
Markets -
www.premiumdata.net<font
color=black>
<font size=3 color=black
face="Times New Roman"> <font
color=black>
<font size=3 color=black
face="Times New Roman"><br
style='mso-special-character:line-break'>
<span style='color:black;mso-color-alt:
windowtext'>
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