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Calculating Narrowest Trading Range * To: "Metastock Digest (E-mail)" <metastock@xxxxxxxxxxxxxxxxxx> * Subject: Calculating Narrowest Trading Range * From: Shashi Aggarwal <shashiag@xxxxxxxxxx> * Date: Thu, 04 Oct 2001 16:58:05 -0500 * Importance: Normal * Reply-To: metastock@xxxxxxxxxxxxx * Sender: owner-metastock@xxxxxxxxxxxxx Date: Tue, 2 Oct 2001 16:48:47 -0700 (PDT) From: Joe Acevedo <cn001532@xxxxxxxxx> Subject: Calculating Narrowest Trading Range Can anyone help me with this formula. I'm trying to do the following: Determine that today's trading range is the narrowest for the last four days. today's trading range: i.e. If today's high-low < (high- -low)yesterday, and (high -low)two days ago, and (high- -low)three days ago, and (high -low)four days ago thenthen plot 1, otherwise 0 I had been playing around with HHV,and LLV functions but these didn't quite work, because I needed to determine each of the previous days trading ranges. Thanks, Joe Joe, Try this: |
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Narrowest Trading Range If((H-L) < Ref(LLV((H-L),4),-1),1,0); |
Substitute ATR for (H-L) if you want to use Average Trading Range instead. Shashi | |
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