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FWIW, I just looked at this and in the past 3 years there
have been 252 trading days (I think).
hg
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxxx> wrote:
>
> Eric,
>
> S:=OscP(4,8,S,$)/Stdev(C,8); is normalized to the Standard
Deviation.
>
> You could normalize it to itself if you wanted to but I'm not sure
> why you would want to do that.
>
> By using HHV(data,periods) you can define your periods. I would
base
> this on how you are trading. If my memory serves me correctly 248
is
> the number of periods that you would use to look at a years worth
of
> daily data. Half of that (124) would evaluate six months worth of
> daily data. TA is not an exact science. Variations exist with good
> cause. If you can reason a benefit to a particular number then use
it.
>
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