Registered User
Joined: 11/19/2015
Posts: 459
|
Hello.
What's the formula for comparing the ratio change over two periods of an efficency ratio?
In this example. I would like to scan where theKaufman ERs has had a certain percent change or less. The evaluation would return those tickers with an 8% change or less in the KER(50) compared to the KER(50) 51 days ago.
Thank you very much for any ideas.
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
So the Kaufman Efficiency Ratio from 51 bars ago is within 8 of the current KER?
2 * (RSI50 - RSI50.1.51) <= 8
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
Registered User
Joined: 11/19/2015
Posts: 459
|
Oh, RSI actually does make sense. Not sure why I didn't think of that.
Yes, exactly. Thanks, Bruce. Much appreciated, and I hope all's well.
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|