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Re: ELA CODE -> DUNN'S NOISE TESTER



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Andy, does he mention anything about taking into account the bond yield when
doing this?  Please be more descriptive I didn't see the article..MB


DUNN'S NOISE TESTER

>This comes from the Kaufman interview in S&C bonus issue 98. He talks about
giving markets an efficiency ratio or rank and I guess this is used in chaos
theory
>I'm a butcher of a programmer so I can only figure out how to code this at
a 10 day interval...perhaps Pierre or another top programmer would be so
kind as to make the "extra cool" version that will allow either O,C, H,or L
and any range of days rather than 10.

>Andy