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The correct RWI code is explained in the page below ( green)
You can compare with the alien version that was (is) floating around (red)
http://www.sirtrade.com/serv03.htm
Sincerely,
Pierre Orphelin
www.sirtrade.com
TradeStation Technologies representative in France
> -----Message d'origine-----
> De : Bilo Selhi [mailto:biloselhi@xxxxxxxxxxx]
> Envoyé : mercredi 23 mai 2001 19:51
> À : fritz@xxxxxxxx; omega-list@xxxxxxxxxx
> Objet : Re: trendiness measures and RWI ela
>
>
> there was actually an ELA somewhere
> i don't remember for RWI random walk index.
> as i also remember PO from France kindly
> pointed out that there are several versions
> of RWI ela are floating around and most
> of them are incorrect calculations.
> also as i remember that was all from the
> SC rag article from a while ago.
> question:
> could someone post the RWI ela or
> e-mail me one please?
> correct or incorrect or both.
> thanks.
> bilo.
> ----- Original Message -----
> From: "Gary Fritz" <fritz@xxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Wednesday, May 23, 2001 1:25 PM
> Subject: Re: trendiness measures
>
>
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