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Jim Dean

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Posts: 1059

Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: ATM And The Value Of Ranking
Posted : 2/1/2018 3:24 PM
Post #37013 - In reply to #37011
Here are modified versions of Ed's Ranking formulae that I sent him during the webinar.

Mod's assure that TRII and RSI curves are not sloping downwards ... also provides bearish market ranking for shorts ...

TRII(60,40) * iif( LnReg_Slope(TRII(60,40),3) >= 0, 1, 0)
... for Longs or Shorts ...

RSI(14) * iif( LnReg_Slope(RSI(14),3) >= 0, 1, 0)
... that's for Longs-only (ie bullish market) ...

(100-RSI(14)) * iif( LnReg_Slope(RSI(14),5) <= 0, 1, 0)
... that's for Shorts-only (ie bearish market) ...


... haven't had time to test this, but it should be a very useful refinement

[Edited by Jim Dean on 2/1/2018 3:25 PM]

Deleting message 37013 : RE: ATM And The Value Of Ranking


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