Given: open =: 100 101 103 104 103 102 close =: 101 100 104 104 105 103
Calculating +/ open % close is easy, but how about +/ open(index+1) % close(index) In other words summation of the ration between today's closing price and tomorrow's opening price. Easy to do procedurally, but how to do it with tactic programming. Trying to empliment "Historical Open-High-Low-Close Volitility: Yang-Zhang" algorithm found at: http://www.sitmo.com/eq/417 Probably just rewriting something somebody else already did in J, but it is good learning new things. thanks ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
