Cam_111000,
I notice some differences between the equations you use and those found in the excel spreadsheet downloaded from http://qusma.com/2012/10/14/the-predictive-value-of-the-number-of-recent-updown-days-udidsri/
I notice you use X>0 when excel uses X>1
Alan
On 4/1/2016 5:40 AM, cam_111000@yahoo.com.au [amibroker] wrote:
I notice some differences between the equations you use and those found in the excel spreadsheet downloaded from http://qusma.com/2012/10/14/the-predictive-value-of-the-number-of-recent-updown-days-udidsri/
I notice you use X>0 when excel uses X>1
- I also notice the equations are different in excel when X>1 and when X<1 where you use the same equation.
- Also, you use power = 5 when excel uses power = 1.
- Do you mean to make these changes to the equations in the spreadsheet?
Alan
On 4/1/2016 5:40 AM, cam_111000@yahoo.com.au [amibroker] wrote:
Hi I'm trying to translate the following and would appreciate help. http://qusma.com/2012/10/14/the-predictive-value-of-the-number-of-recent-updown-days-udidsri/
- If the day closes up, movement = 1, otherwise movement = -1.
- Multiply movement by (1 +abs( return))5
- Sum the movements for the last 20 days.
- UDIDSRI is the % rank of today's sum, compared to the last 50 days of sums.
I think I just need the last bullet point sorted. Not totally sure.
x = ROC(C,1);
m = IIf(x>0,1,-1);
a = m*(1+ABS(x))^5;
b = Sum(a,20);
UDIDSRI = ???
Plot(UDIDSRI ,"",colorBlack);
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Posted by: Alan <alan@thenorthams.us>
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