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DeMark's Indicator and REI Indicator
PUBLISHED: Page 98 and 100 of Tom Demark's new book,
"The New Scienceof Technical Analysis" 1994.
COMMENTS: Note that the DeMark indicator on page 100 follows firstand iscontained in one formula only.

The REI (Range Expansion Index follows that and is contained over 5 formulas. They could probably be compacted to one formula, but I felt that thisis more readable as Tom DeMark presents them in a similar manner.

DeMark's Indicator

Sum(If(H, > ,Ref(H,-1),H-Ref(H,-1),0),13) /
(Sum(If(H, > ,Ref(H,-1),H-Ref(H,-1),0),13) +
Sum(If(L,>= ,Ref(L,-1),0,Ref(L,-1)-L),13))

 

Var1
If(Ref(H,-2),< ,Ref(C,-7),If(Ref(H,-2),<,Ref(C,-8),If(H,< ,Ref(L,-5),If(H,< ,Re f(L,- 6),0,1),1),1),1)

Var2
If(Ref(L,-2),> ,Ref(C,-7),If(Ref(L,-2),> ,Ref(C,-8),If(L,> ,Ref(H,-5),If(L,> ,Ref(H,- 6),0,1),1),1),1)

SubValues
( Fml("Var1") * Fml("Var2") * (H-Ref(H,-2))) + (Fml("Var1") * Fml("Var2") * (L-Ref(L,-2)) )

AbsDailyVal
( Abs(H-Ref(H,-2)) + Abs(L-Ref(L,-2)) )

REI Indicator

Sum(Fml("SubValues"),8) / Sum(Fml("AbsDailyVal"),8)

A dla MS 6.5 wygląda to tak:

 


DeMark's REI Indicator

x1:=If(Ref(H,-2),< ,Ref(C,-7),
If(Ref(H,-2),<,Ref(C,-8),
If(H,<,Ref(L,-5),
If(H,<,Ref(L,- 6),0,1),1),1),1);
x2:=If(Ref(L,-2),> ,Ref(C,-7),
If(Ref(L,-2),>,Ref(C,-8),
If(L,>,Ref(H,-5),
If(L,>,Ref(H,- 6),0,1),1),1),1);
SubValues:=(x1) * (x2) * (H-Ref(H,-2) ) +((x1) * (x2) * (L-Ref(L,-2)) );
AbsDailyVal:=(Abs(H-Ref(H,-2)) + Abs(L-Ref(L,-2)));
Sum((SubValues),8) / Sum((AbsDailyVal),8)

 

e-w-DeMark_Indicator.gif
Source / From: TOP
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