|
PureBytes Links
Trading Reference Links
|
Wabbit
This is what I ended up using although it is not quite right.
Signal:=Vol(10,10)<2;
BarsSince(Signal)<4
Added the barssince to avoid spikes at the end of the chart.
I really am just looking for an exploration to find stocks that are flat
lining for a month or two.
Martin Blain
Burlington Ontario
----- Original Message -----
From: "bellamy_29m" <bellamy_29m@xxxxxxxxx>
To: <Metastockusers@xxxxxxxxxxxxxxx>
Sent: Sunday, October 31, 2004 7:16 PM
Subject: [Metastockusers] Re: Low volatility
>
>
> Have you tried something along the lines of :
>
> prd:=input("Lookback periods...",1,252,30);
> x:=input("Price data: 1-O, 2-H, 3-L, 4-C",1,4,3);
> x:=if(x=1,O,if(x=2,H,if(x=3,L,C)));
>
> myVol:=(hhv(x,prd)-llv(x,prd)) / llv(x,prd);
>
> myVol;
>
> This will return low values during periods of low price movement, and
> larger numbers when the price is changing. Find a threshold
> (programmatic / automatic calculation is possible)
>
> If it isn't quite what you are looking for, then let me know.
>
> Hope this helps.
>
> wabbit :D
>
> P.S. - you should really have posted your work-in-progress code so
> that those people who you are asking for help can see what you have
> already tried.
>
>
>> I have been struggling to develope an indictor for low price
>> volatility over say a 30 day period. The problem seems to be that
>> I want the price to also remain the same as well as end the period
>> at the same price. Any help would be appreceiated. I have tossed
>> out about 10 formulas!
>
>
>
>
>
>
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/zMEolB/TM
--------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/Metastockusers/
<*> To unsubscribe from this group, send an email to:
Metastockusers-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|