May be easier to just create some criteria based off a volume average or dollar average volume. Theirs probably no statistical significance to the lowest value in 20 days compared to having an average that weeds out anything you think may cause a liquidity issues.
I'm all for learning new AFL ideas myself but just thinking you may find the same results looking at it in a different way.
__._,_.___
Posted by: brandon.richard03@yahoo.com
Reply via web post | • | Reply to sender | • | Reply to group | • | Start a New Topic | • | Messages in this topic (12) |
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
.
__,_._,___
EmoticonEmoticon