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Natenberg's
Volatility Daily
Std( Log( C / Ref( C,-1) ),10 ) * Sqrt( 365)
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Natenberg's
Volatility Weekly
Std( Log( C / Ref( C ,-1 ) ) ,10 ) * Sqrt( 365
/ 7 )
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Next Day's High & Low Price Target
{Next Day's High Price Target} (( h+2*l+c)/2-l); ((2*
h+l+c)/2-l); (( h+l+2*c)/2-l);
{Next Day's Low Price Target} (( h+2*l+c)/2-H); ((
2*h+l+c)/2-H); (( h+l+2*c)/2-H)
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Ehlers Filters
ti:= 15; pr:= MP(); coef:= Abs(pr - Ref(pr,-5));
Sum(coef*pr,ti)/Sum(coef,ti)
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Distant
Coefficient Ehlers Filter
ti:= 15; pr:= MP();
coef:=Sum(Power(Ref(LastValue(pr+PREV-PREV)-pr,-1),2),ti);
Sum(coef*pr,ti)/Sum(coef,ti)
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