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This is interesting. From reading the article there seems to be a
time element as well. A security being low for 2 days would have a
higher ulcer index than just 1 day.
Christie
--- In equismetastock@xxxxxxxxxxxxxxx, "deepfoobar"
<deepfoobar@xxxx> wrote:
>
> I had this laying around but in truth have never used it.
>
> ----
> {Ulcer Index Formula}
>
> Period:=10; {set this to the number of periods to calculate in the
> formula}
> Sqrt(Sum(Power(100*( HHV(CLOSE,Period) - CLOSE )/(HHV(CLOSE,
> Period)),2),Period)/Period)
>
> ----
> There is a description here of what it is meant to do.
>
> http://www.investopedia.com/articles/technical/03/030403.asp
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "christie1969us"
> <christie1969us@xxxx> wrote:
> >
> >
> > I have heard of the ulcer index. As I understand it, the problem
> with
> > Beta is that it measures volatility to both the upside and
> downside.
> > We do not mind volatility to the upside.
> >
> > Is this what the ulcer index is and how is it coded?
> >
> > Christie
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