- Katılım
- 23 Eki 2020
- Mesajlar
- 1,826
This exploration is designed to provide the average dollar price volatility figure in column F.
Average Dollar Price Volatility Exploration - Deel
Col A: day 1
HIGH - LOW
Col B: day 2
Ref((HIGH-LOW),-1)
Col C:
Ref((HIGH-LOW),-2)
Col D:
Ref((HIGH-LOW),-3)
Col E:
Ref((HIGH-LOW),-4)
Col F:
(H - L + (Ref(H,-1) - Ref(L,-1)) + (Ref(H,-2) - Ref(L,-2))+(Ref(H,-3)
- Ref(L,-3)) + (Ref(H,-4) - Ref(L,-4))) / 5
Source / From:
http://www.guppytraders.com
This will find this figure for all stocks scanned. It is most useful to apply this just to an exploration of a small group of stocks. It matches the steps in Deels book The Strategic Electronic Day Trader.
Average Dollar Price Volatility Exploration - Deel
Col A: day 1
HIGH - LOW
Col B: day 2
Ref((HIGH-LOW),-1)
Col C:
Ref((HIGH-LOW),-2)
Col D:
Ref((HIGH-LOW),-3)
Col E:
Ref((HIGH-LOW),-4)
Col F:
(H - L + (Ref(H,-1) - Ref(L,-1)) + (Ref(H,-2) - Ref(L,-2))+(Ref(H,-3)
- Ref(L,-3)) + (Ref(H,-4) - Ref(L,-4))) / 5
Source / From:
http://www.guppytraders.com
