V.13:09 (377): SIDEBAR: Calculating noise level
Product Description
CALCULATING NOISE LEVEL
Some of the other methods I use to calculate noise level (NL) are: ...
where P is the averaging period for the daily range; the article's Figure 3 is a plot of ADR j .
Another method uses the average daily range and three standard deviations of the daily range: ...
The next method uses the length of the price path data file (ADR j ), the lookback period (P ) and the length of the original pricing data file (M ): ...
Some of the other methods I use to calculate noise level (NL) are: ...
where P is the averaging period for the daily range; the article's Figure 3 is a plot of ADR j .
Another method uses the average daily range and three standard deviations of the daily range: ...
The next method uses the length of the price path data file (ADR j ), the lookback period (P ) and the length of the original pricing data file (M ): ...
FOR THOSE ORDERING ARTICLES SEPARATELY:
*Note: $2.95-$5.95 Articles are in PDF format only. No hard copy of the article(s) will be delivered. During checkout, click the "Download Now" button to immediately receive your article(s) purchase. STOCKS & COMMODITIES magazine is delivered via mail. After paying for your subscription at store.traders.com users can view the S&C Digital Edition in the subscriber's section on Traders.com.
| Take Control of Your Trading. |
| Professional Traders' Starter Kit |
| All these items shown below only $299.99! |
| Click Here to Order |