|
PureBytes Links
Trading Reference Links
|
A few days ago there was an e-mail regarding the
Chande Trend Index. I did get the formula and I had
been working on the index and put it the following in
MS code:
Here is the CTI
n:=Input("# of n periods",1,34,21);
i:=Input("# of i periods",3,34,20);
A:=Log(Ref(C,-i)/Ref(C,-(i-1)));
Xt:=Sum(A,i)/n;
B:=A-Xt;
Bi:=Sum(B,i);
St:=Sqrt(Power(Bi,2)/n);
CTI:=Abs(Log(C/Ref(C,-n)/(St*Sqrt(n))));
CTI
For those interested, I attach a pic with the formula
to calculate the index.
I hope to hear some comments and also suggestions to
make it better.
The i factor I thought as a period, it needs
optimisation I think.
Carlos.
=
__________________________________
Do you Yahoo!?
Protect your identity with Yahoo! Mail AddressGuard
http://antispam.yahoo.com/whatsnewfree
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/BefplB/TM
---------------------------------------------------------------------~->
To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
Attachment:
Description: ""
|