Variation of SVI(close, 10, 120)

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Variation of SVI(close, 10, 120)

Postby WebX99 » Mon Aug 06, 2012 2:00 pm

In an older post, Pete said:
And I also use StrataSearch Volatility Index of maybe "svi(close, 10, 120)". This formula, by the way, identifies how many times a stock price has gone up and down 10% in the last 120 days. For this one I may test both Ascending and Descending orders, since the systems may prefer volatile or non-volatile stocks depending on their nature.


How do I duplicate this formula but only measure number of times the stock has gone DOWN a certain percentage in XX number of days?
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Re: Variation of SVI(close, 10, 120)

Postby Overload » Tue Aug 07, 2012 10:34 am

Sorry, but the SVI is a hardcoded formula. There isn't a way to revise it to only measure the number of times a stock has gone down.

Pete
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Re: Variation of SVI(close, 10, 120)

Postby WebX99 » Tue Aug 07, 2012 11:14 am

Can such a formula be built using StrataSearch syntax or calculation builder?

Thanks,
Rick
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Re: Variation of SVI(close, 10, 120)

Postby Overload » Wed Aug 08, 2012 8:20 am

No, recreating the SVI would definitely need to be done in a Custom Formula DLL. See the Custom Formula Setups for more info.

Pete
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