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I'm sorry group, I gave you the wrong Excel formula for VIDYA (Hell, after
transposing I wasn't even close).
Here's the correct Excel spreadsheet, plus the formula for RAVI (range
action verification index).
Pete
J1 = "Length"
K1= you pick the number for VIDYA's length
J2= "Smooth"
K2= you pick the number of VIDYA's smoothing periods
A1 = "Number"
A2= 1
A3= 2
A4= 3 and so forth
B1= "Date"
B2= Day 1's date
B3= Day 2's date and so forth
C1= "Close"
C2= Day 1 closing price
C3= Day 2 closing price and so forth
D1= "Up Amount"
D2 is blank
D3= =IF(C3>C2,C3-C2,0)
D4:Dx Copy D3's formula
E1= "Down Amount"
E2 is blank
E3= =IF(C2>C3,C2-C3,0)
E4:Ex Copy E3's formula
F1= "Up Sums"
F2 is blank
F3= =SUM(OFFSET(F4,-$K$1,-2,$K$1,1))
F4:Fx Copy F3's formula - NOTE: the # of cells =K1-1 will have "#REF!" in
them
G1= "Down Sums"
G2 is blank
G3= =SUM(OFFSET(G4,-$K$1,-2,$K$1,1))
G4:Gx Copy G3's formula - NOTE: the # of cells =K1-1 will have "#REF!" in
them
H1= "CMO" - NOTE: this Chande's Momentum Oscillator
H2 is blank
H3= =(F3-G3)/(F3+G3)
H4:Hx Copy H3's formula - NOTE: the # of cells =K1-1 will have "#REF!" in
them
I1= "VIDYA"
I2 is blank
I3=
=IF(A3<=$K$1+1,C3,((2/($K$2+1))*ABS(H3)*C3)+(1-((2/($K$2+1))*ABS(H3)))*I2)
RAVI
Here's the formula for RAVI (range action verification index), which acts
like ADX in that it supposed to identify trends (e.g. RAVI > 3). Mr. Chande
uses 5 periods for the fast MA and 65 periods for the slow MA.
D1= "FAST MA"
E1= you pick the number of periods for the fast Moving Average (Chande uses
5)
D2= "SLOW MA"
E2= you pick the number of periods for the slow Moving Average (Chande uses
65)
A1= "Date"
A2= Day 1's date
A3= Day 2's date and so forth
B1= "Close"
B2= Day 1 closing price
B3= Day 2 closing price and so forth
C1= "RAVI"
C2= =
IF(OFFSET(E2,-$E$2+1,0,)=$E$1,0,ABS(100*(((SUM(OFFSET(C3,-$E$1,-1,$E$1,1))/$
E$1)-(SUM(OFFSET(C3,-$E$2,-1,$E$2,1))/$E$2))/(SUM(OFFSET(C3,-$E$2,-1,$E$2,1)
)/$E$2))))
E4:Ex Copy E3's formula
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