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Average Dollar Price Volatility Exploration
This exploration is designed to provide the average dollar price volatility figure in column F.
This will find this figure for all stocks scanned. It is most useful to apply this just to an exploration of a small group of stocks. It matches the steps in Deels book The Strategic Electronic Day Trader.
 

Average Dollar Price Volatility Exploration - Deel

Col A: day 1
HIGH - LOW

Col B: day 2
Ref((HIGH-LOW),-1)

Col C:
Ref((HIGH-LOW),-2)

Col D:
Ref((HIGH-LOW),-3)

Col E:
Ref((HIGH-LOW),-4)

Col F:
(H - L + (Ref(H,-1) - Ref(L,-1)) + (Ref(H,-2) - Ref(L,-2))+(Ref(H,-3)
- Ref(L,-3)) + (Ref(H,-4) - Ref(L,-4))) / 5

 
 
 
 
 
 
 
 
Source / From: TOP
http://www.guppytraders.com

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