Tuesday, August 10, 2010

Market reacitvity - pro real time formula

S&C, August 2010


eliminato in quanto inutile: non fornisce nessuna indicazione utile.

pro real time formula

mediavol=summation[n](volume)/n
mediarange=summation[n](range)/n
alpha=mediarange/mediavol
//reactivity
p=alpha*Momentum[n](WeightedClose)
return pAny source

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