[Attachment(s) from Alan included below]
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/
Do you mean to make these changes to the equations in the spreadsheet?
It might be wise to duplicate the code as shown in the spreadsheet first into AB. That way you can compare results in AB with those in the spreadsheet. Then once you feel comfortable you have the code correct then you can modify it to what is shown on the webpage.
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?
It might be wise to duplicate the code as shown in the spreadsheet first into AB. That way you can compare results in AB with those in the spreadsheet. Then once you feel comfortable you have the code correct then you can modify it to what is shown on the webpage.
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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