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52 AcmeVHigh Function Inputs: VolatilityFactOT(Murneric ), Length(Nurneric); AcmeVHigh = 0.0; If HighW(l) > 0 and Volatility(Length) > Then AcmeVHigh = HighW(l) + (VolatilityFactor * Volatility (Length)); I*»*»*****♦*********************************♦*+********************* AcmeVLow: Find the V Low Price 4:4:**********«4******************************************************} Inputs: VolatilityFactor(Numeric), Length(Numeric); AcmeVLow = 0.0; If LoWW(l) > 0 and Volatility(Length) > 0 Then AcmeVLow = LowW(l) - (VolatilityFactor * Volatility(Length)); AcmeVolatility Function 44**4************>t*******»*»»***»**>t**********>t**«****«********4*** AcmeVolatility: Calculate the annualized historic volatility »*4,*»4 ********* 4,****** ,j„j,****#******,*,j*4,******** 4, Inputs: Length(Numeric); Variables: DaysInYear{365), DaysInMonth(3o), DaysInWeeV(7), TimeFactor(0.0); AcmeVolatility = O; If Close > 0 and Close[l] > 0 Then Begin If DataCompression >= 2 and DataCompression < 5 Then Begin If DataCompression = 2 Then {Daily} TimeFactor = DaysInYear Else If DataCompression = 3 Then {Weekly) TimeFactor = DaysInYear / DaysInWeek Else If DataCompression = 4 Then {Monthly} TimeFactor = DaysInYear / DaysInMonth; AcmeVolatility = StdDev(Log(Close / Close[l]), Length) " SquareRoot(TiineFactor); End; End;
References [ 1 ] Bollinger, John (2002) BoUinger on BoUinger Bands. McGraw-Hill, New York, New York [2] Bulkowski, Thomas N (2000) Encyclopedia ofC hart Patterns. John Wiley & Sons, New York, New York [3] Connors, Laurence A and Lmda Bradford Raschke (1995) Street Smarts, High ProbabiUty Short Term Trading Strategies. M. Gordon Publishing Group, Malibu, California [4] Cooperjeff (1996) Hit and Run Trading, The Short-Term Stock TradersBible. M. Gordon Publishing Group, Malibu, California [5] Cox, John and Mark Rubmstem (1985) Options Markets. Prentice Hall, Englewood Cliffs, New Jersey [6] Crabel, Toby (1990) Day Trading with Short Term Price Patterns and Opening Range Breakout Rahfeldt & Associates, Jupiter, Florida [7] Darvas, Nicolas (1960) HowIMade $2, , in the StockMarket. Carol Publishing Group, New York, New York [8] Davidowitz, Steven (1977) Betting Thoroughbreds. Penguin Books, New York, New York [9] Dunnigan, William (1956) New Blueprintsfor Gains in Stocks & Grains. Financial Times Pitman Publishing, London, England [10]-(1957) One-Way Formulafor Trading in Stocks & Commodities, Financial Times Pitman Publishing, London, England [11] Edwards, Robert D and John Magee (1948) Technical Analysis ofStock Trends. John Magee, Springfield, Massachusetts [12] Epstein, Richard A (1967) The Theory ofGambling andStatisticalLogic. Academic Press, San Diego, California [13] Farley, Alan S (2001) The Master Swing Trader McGraw-Hill, New York, New York [14] Fosback, Norman (1976) StockMarket Logic. The Institute for Econometric Research, FortLauderdale, Florida [15] Gartley, Harold M (1935) Profits in the StockMarket Lambert-Gann Publishing Co.,Pomeroy, Washington [16] Hirsdi, Yule and Jeffrey A Hirsch (2001) Stoc/c Traders Almanac. The Hirsch Organization, Old Tappan, NewJersey 17 LaBier, M. Rogan {200) The Nasdaq TradersTooikit John Wiley N Sons, New York, New York
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