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PUBLISHED: Page 98 and 100 of Tom Demark's new book, "The New Scienceof Technical Analysis" 1994. COMMENTS: Note that the DeMark indicator on page 100 follows firstand iscontained in one formula only. The REI (Range Expansion Index follows that and is contained over 5 formulas. They could probably be compacted to one formula, but I felt that thisis more readable as Tom DeMark presents them in a similar manner. |
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DeMark's Indicator Sum(If(H, > ,Ref(H,-1),H-Ref(H,-1),0),13) / (Sum(If(H, > ,Ref(H,-1),H-Ref(H,-1),0),13) + Sum(If(L,>= ,Ref(L,-1),0,Ref(L,-1)-L),13)) |
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Var1 If(Ref(H,-2),< ,Ref(C,-7),If(Ref(H,-2),<,Ref(C,-8),If(H,< ,Ref(L,-5),If(H,< ,Re f(L,- 6),0,1),1),1),1) Var2 If(Ref(L,-2),> ,Ref(C,-7),If(Ref(L,-2),> ,Ref(C,-8),If(L,> ,Ref(H,-5),If(L,> ,Ref(H,- 6),0,1),1),1),1) SubValues ( Fml("Var1") * Fml("Var2") * (H-Ref(H,-2))) + (Fml("Var1") * Fml("Var2") * (L-Ref(L,-2)) ) AbsDailyVal ( Abs(H-Ref(H,-2)) + Abs(L-Ref(L,-2)) ) REI Indicator Sum(Fml("SubValues"),8) / Sum(Fml("AbsDailyVal"),8) A dla MS 6.5 wygląda to tak: |
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DeMark's REI Indicator x1:=If(Ref(H,-2),< ,Ref(C,-7), If(Ref(H,-2),<,Ref(C,-8), If(H,<,Ref(L,-5), If(H,<,Ref(L,- 6),0,1),1),1),1); x2:=If(Ref(L,-2),> ,Ref(C,-7), If(Ref(L,-2),>,Ref(C,-8), If(L,>,Ref(H,-5), If(L,>,Ref(H,- 6),0,1),1),1),1); SubValues:=(x1) * (x2) * (H-Ref(H,-2) ) +((x1) * (x2) * (L-Ref(L,-2)) ); AbsDailyVal:=(Abs(H-Ref(H,-2)) + Abs(L-Ref(L,-2))); Sum((SubValues),8) / Sum((AbsDailyVal),8) |
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