Three Macd Indicator Method

karthikmarar · #21 29th August 2006, 02:51 AM

Sonu

Are you talking about the Historical Volatility ratio?

If so, here is the formula for the same..

Std(Log(C/Ref(C,-1)),5)/Std(Log(C/Ref(C,-1)),99)

regards

karthik

kenneth · #22 29th August 2006, 08:57 AM

[quote=timtomlee;56743]

Quote:

Originally Posted by kenneth

Hi ken,

Thanks . I was waiting for a reply like urs. Thanks for ur encouragement. I will definetly test ur method, but I will update in a new thread. I have developed some methods of "POSITION MANAGEMENT",
using ATR, I will post along with it.

There is an indicator called "HV RATIO" that is best for swing trading. Unfortunately, I am not getting it from any site or software. Hence I am using MACD to test it.

Thanks once again.

Regards,

Sonu M.

Hi Sonu,

Probably you are looking for these two Indicators
// 50 Day Historical Volatility
FiftyDayHVFilter = round(StDev(log(C/Ref(C,-1)),50)*100*sqrt(256));

// How far the stock has moved in the past month (preferable at least 10 pts in the past 20 days)
TenTwentyFilter = HHV(H,20)-LLV(L,20);

Ken

timtomlee · #23 29th August 2006, 08:21 PM

Quote:

Originally Posted by karthikmarar

Sonu

Are you talking about the Historical Volatility ratio?

If so, here is the formula for the same..

Std(Log(C/Ref(C,-1)),5)/Std(Log(C/Ref(C,-1)),99)

regards

karthik

Quote:

Originally Posted by kenneth

Hi Sonu,

Probably you are looking for these two Indicators
// 50 Day Historical Volatility
FiftyDayHVFilter = round(StDev(log(C/Ref(C,-1)),50)*100*sqrt(256));

// How far the stock has moved in the past month (preferable at least 10 pts in the past 20 days)
TenTwentyFilter = HHV(H,20)-LLV(L,20);

Ken

Hi Karthik and Kenneth,

Thanks for ur support. Yes, this is what I was talking about.
When we divide HV of 6 by HV of 100, we get a ratio
called HV RATIO. Whenever the HV RATIO is below 50% of its value,
there is high probablity that it will jump back to its mean,
and so we can expect a big upmove.
This was first suggested by CONNORS in the book " STREET SMARTS" and also by DAVE LANDRY on SWING TRADING.
Try this method and test it on ur individual traing system.
It might be beneficial.

I have mailed it to the administrator of "icharts.in" and they have assured that it will soon be updated in future . So keep logging to icharts.in

Once again thanks guys for ur reply.
By the way, I have the softcopy of the book "ENCYCLOPEDIA OF CHART PATTERNS" by THOMAS BULKOWSKI. It is the first edition and divided into six parts. I will upload it soon in TOOLS and RESOURCES section.

Regards,

Sonu M.

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