DALEð!! AVERAGE PEAK EXCURSION (APE), TASC April 2006 !! Author: Chris Young !! Coded by: Rich Denning 02/06/06 ! HIGHEST HIGH OVER N PERIODS HH2 is hival([high],2). HH5 is hival([high],5). HH10 is hival([high],10). HH20 is hival([high],20). HH25 is hival([high],25). ! LOWEST LOW OVER N PERIODS LL2 is loval([low],2). LL5 is loval([low],5). LL10 is loval([low],10). LL20 is loval([low],20). LL25 is loval([low],25). !OVER N PERIODS AGO O1 is val([open],1). O5 is val([open],5). O10 is val([open],10). O20 is val([open],20). O25 is val([open],25). ! PEAK EXCURSION OVER N PERIODS PE1 is max(abs([high] - [open]),abs([open] - [low])). PE2 is max(abs(HH2 - O1),abs(O1 - LL2)). PE5 is max(abs(HH5 - O5),abs(O5 - LL5)). PE10 is max(abs(HH10 - O10),abs(O10 - LL10)). PE20 is max(abs(HH20 - O20),abs(O20 - LL20)). PE25 is max(abs(HH25 - O25),abs(O25 - LL25)). !AVERAGE PEAK EXCURSION OVER N PERIODS avgP is 250. APE1 is simpleavg(PE1,avgP). APE2 is simpleavg(PE2,avgP). APE5 is simpleavg(PE5,avgP). APE10 is simpleavg(PE10,avgP). APE20 is simpleavg(PE20,avgP). APE25 is simpleavg(PE25,avgP). !RATIOS BETWEEN TIME PERIODS APEr5_1 is APE5 / APE1. APEr20_1 is APE20 / APE1. APEr25_5 is APE25 / APE5. rDIFF is APEr5_1 - APEr25_5. ! APE ALPHA FOR N PERIODS APEalp10 is (ln(APE10 / APE1)) / ln(10). APEalp20 is (ln(APE20 / APE1)) / ln(20). APEalp25 is (ln(APE25 / APE1)) / ln(25). ! REPORT TO SHOW VALUES OF INDICATOR ON ANY CHOOSEN DATE List if hasdatafor(265) >= 255.  Rule Libraryÿÿ CCodeViewListÿÿ CReportView ÐSymbolÀ<¡APE1ÀO¡APE2ÀO¡APE5ÀO¡APE10ÀO¡APE20ÀO¡APE25ÀO ¡APEr25_5ÀO¡APEr5_1ÀO¡rDIFFÀO ¡APEr20_1ÀO ¡APEalp10ÀO ¡APEalp20ÀOAZNøéÕ>Hï;? É?¼×@nÜY@–úy@C'@û™p@på¢?¢\A Z@?ËB3?QQQQ[È>l| ?ß²u?RÚ«?¢Hõ?O/ @4@Ð÷@À)?>ð³œ@ô ?GÁ?OTTRÊÞà>ßá?£Ä`?1 “?BJ¾?ŒÌÓ?”:ñ?:âÿ?`zê=ú¡X@WÏÕ>ÏdÐ>Œ?apelstÿÿÿÿ00:00