most recent 30 from http://www.investery.com 2010-07-31T16:13:23Z http://www.investery.com/feeds/question/61 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://www.investery.com/questions/61/has-anyone-figured-out-how-to-make-use-of-brett-steenbargers-power-measure Site Money 2009-10-29T17:54:21Z 2010-07-25T01:22:34Z

<p>Brett Steenbarger <a href="http://traderfeed.blogspot.com/2009/03/calculating-power-measure.html" rel="nofollow">published</a> an indicator that he calls the Power Measure. It shows the correlation between price change and volatility. Has anyone discovered a good way of using it?</p>

http://www.investery.com/questions/61/has-anyone-figured-out-how-to-make-use-of-brett-steenbargers-power-measure/62#62 David Smith 2009-10-29T18:08:22Z 2009-10-29T18:08:22Z

<p>I converted the Power Measure Indicator into a StrategyDesk formula. It is quite a hack due to limitations on what you can do in StrategyDesk but it does work. It is good for exploring what can be done with the indicator and will work over different time frames. Unfortunately I haven't not found a good use for it yet. </p> <pre><code>{ PowerMeasure - Investery.com From the formulas on this page... http://traderfeed.blogspot.com/2009/03/calculating-power-measure.html Here is the rough excel/pseudocode/strategydesk version of it... c=open d=high e=low f=close X=((f2-f1)/f1)*100 Y=((d-e)/e)*100 result=CORR(X,Y,20 periods) result=CORR( ((f2-f1)/f1)*100, ((d-e)/e)*100, 20periods ) Which I think is the same as result= 100 * CORR( ((f2-f1)/f1), ((d-e)/e), 20periods ) So.... X = ((Bar[Close,D,#] - Bar[Close,D,#+1])/Bar[Close,D,#+1]) Y = ((Bar[High,D,#] - Bar[Low,D,#])/Bar[Low,D,#]) [SUM OF X] = ((Bar[Close,D,1] - Bar[Close,D,2])/Bar[Close,D,2]) + ((Bar[Close,D,2] - Bar[Close,D,3])/Bar[Close,D,3]) + ((Bar[Close,D,3] - Bar[Close,D,4])/Bar[Close,D,4]) + ((Bar[Close,D,4] - Bar[Close,D,5])/Bar[Close,D,5]) + ((Bar[Close,D,5] - Bar[Close,D,6])/Bar[Close,D,6]) + ((Bar[Close,D,6] - Bar[Close,D,7])/Bar[Close,D,7]) + ((Bar[Close,D,7] - Bar[Close,D,8])/Bar[Close,D,8]) + ((Bar[Close,D,8] - Bar[Close,D,9])/Bar[Close,D,9]) + ((Bar[Close,D,9] - Bar[Close,D,10])/Bar[Close,D,10]) + ((Bar[Close,D,10] - Bar[Close,D,11])/Bar[Close,D,11]) + ((Bar[Close,D,11] - Bar[Close,D,12])/Bar[Close,D,12]) + ((Bar[Close,D,12] - Bar[Close,D,13])/Bar[Close,D,13]) + ((Bar[Close,D,13] - Bar[Close,D,14])/Bar[Close,D,14]) + ((Bar[Close,D,14] - Bar[Close,D,15])/Bar[Close,D,15]) + ((Bar[Close,D,15] - Bar[Close,D,16])/Bar[Close,D,16]) + ((Bar[Close,D,16] - Bar[Close,D,17])/Bar[Close,D,17]) + ((Bar[Close,D,17] - Bar[Close,D,18])/Bar[Close,D,18]) + ((Bar[Close,D,18] - Bar[Close,D,19])/Bar[Close,D,19]) + ((Bar[Close,D,19] - Bar[Close,D,20])/Bar[Close,D,20]) + ((Bar[Close,D,20] - Bar[Close,D,21])/Bar[Close,D,21]) [SUM OF Y] = ((Bar[High,D,1] - ((Bar[High,D,2] - ((Bar[High,D,3] - ((Bar[High,D,4] - ((Bar[High,D,5] - ((Bar[High,D,6] - ((Bar[High,D,7] - ((Bar[High,D,8] - ((Bar[High,D,9] - ((Bar[High,D,10] ((Bar[High,D,11] ((Bar[High,D,12] ((Bar[High,D,13] ((Bar[High,D,14] ((Bar[High,D,15] ((Bar[High,D,16] ((Bar[High,D,17] ((Bar[High,D,18] ((Bar[High,D,19] ((Bar[High,D,20] Bar[Low,D,1])/Bar[Low,D,1]) + Bar[Low,D,2])/Bar[Low,D,2]) + Bar[Low,D,3])/Bar[Low,D,3]) + Bar[Low,D,4])/Bar[Low,D,4]) + Bar[Low,D,5])/Bar[Low,D,5]) + Bar[Low,D,6])/Bar[Low,D,6]) + Bar[Low,D,7])/Bar[Low,D,7]) + Bar[Low,D,8])/Bar[Low,D,8]) + Bar[Low,D,9])/Bar[Low,D,9]) + - Bar[Low,D,10])/Bar[Low,D,10]) + - Bar[Low,D,11])/Bar[Low,D,11]) + - Bar[Low,D,12])/Bar[Low,D,12]) + - Bar[Low,D,13])/Bar[Low,D,13]) + - Bar[Low,D,14])/Bar[Low,D,14]) + - Bar[Low,D,15])/Bar[Low,D,15]) + - Bar[Low,D,16])/Bar[Low,D,16]) + - Bar[Low,D,17])/Bar[Low,D,17]) + - Bar[Low,D,18])/Bar[Low,D,18]) + - Bar[Low,D,19])/Bar[Low,D,19]) + - Bar[Low,D,20])/Bar[Low,D,20]) [SUM OF X*Y]= (((Bar[Close,D,1] Bar[Low,D,1])/Bar[Low,D,1]) ) + (((Bar[Close,D,2] - Bar[Close,D,3])/Bar[Close,D,3]) * Bar[Low,D,2])/Bar[Low,D,2]) ) + (((Bar[Close,D,3] - Bar[Close,D,4])/Bar[Close,D,4]) * Bar[Low,D,3])/Bar[Low,D,3]) ) + (((Bar[Close,D,4] - Bar[Close,D,5])/Bar[Close,D,5]) * Bar[Low,D,4])/Bar[Low,D,4]) ) + (((Bar[Close,D,5] - Bar[Close,D,6])/Bar[Close,D,6]) * Bar[Low,D,5])/Bar[Low,D,5]) ) + (((Bar[Close,D,6] - Bar[Close,D,7])/Bar[Close,D,7]) * Bar[Low,D,6])/Bar[Low,D,6]) ) + (((Bar[Close,D,7] - Bar[Close,D,8])/Bar[Close,D,8]) * Bar[Low,D,7])/Bar[Low,D,7]) ) + (((Bar[Close,D,8] - Bar[Close,D,9])/Bar[Close,D,9]) * Bar[Low,D,8])/Bar[Low,D,8]) ) + ((Bar[High,D,1] - ((Bar[High,D,2] - ((Bar[High,D,3] - ((Bar[High,D,4] - ((Bar[High,D,5] - ((Bar[High,D,6] - ((Bar[High,D,7] - ((Bar[High,D,8] - - Bar[Close,D,2])/Bar[Close,D,2]) * (((Bar[Close,D,9] - Bar[Close,D,10])/Bar[Close,D,10]) * ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9]) ) + (((Bar[Close,D,10] - Bar[Close,D,11])/Bar[Close,D,11]) * ((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10]) ) + (((Bar[Close,D,11] - Bar[Close,D,12])/Bar[Close,D,12]) * ((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11]) ) + (((Bar[Close,D,12] - Bar[Close,D,13])/Bar[Close,D,13]) * ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12]) ) + (((Bar[Close,D,13] - Bar[Close,D,14])/Bar[Close,D,14]) * ((Bar[High,D,13] - Bar[Low,D,13])/Bar[Low,D,13]) ) + (((Bar[Close,D,14] - Bar[Close,D,15])/Bar[Close,D,15]) Bar[Low,D,14])/Bar[Low,D,14]) ) + (((Bar[Close,D,15] - Bar[Close,D,16])/Bar[Close,D,16]) Bar[Low,D,15])/Bar[Low,D,15]) ) + (((Bar[Close,D,16] - Bar[Close,D,17])/Bar[Close,D,17]) Bar[Low,D,16])/Bar[Low,D,16]) ) + (((Bar[Close,D,17] - Bar[Close,D,18])/Bar[Close,D,18]) Bar[Low,D,17])/Bar[Low,D,17]) ) + (((Bar[Close,D,18] - Bar[Close,D,19])/Bar[Close,D,19]) Bar[Low,D,18])/Bar[Low,D,18]) ) + (((Bar[Close,D,19] - Bar[Close,D,20])/Bar[Close,D,20]) Bar[Low,D,19])/Bar[Low,D,19]) ) + (((Bar[Close,D,20] - Bar[Close,D,21])/Bar[Close,D,21]) Bar[Low,D,20])/Bar[Low,D,20]) ) * ((Bar[High,D,14] - * ((Bar[High,D,15] - * ((Bar[High,D,16] - * ((Bar[High,D,17] - * ((Bar[High,D,18] - * ((Bar[High,D,19] - * ((Bar[High,D,20] - [SUM OF (X^2)]= ((Bar[Close,D,1] - Bar[Close,D,2])/Bar[Close,D,2])^2 + ((Bar[Close,D,2] - Bar[Close,D,3])/Bar[Close,D,3])^2 + ((Bar[Close,D,3] - Bar[Close,D,4])/Bar[Close,D,4])^2 + ((Bar[Close,D,4] - Bar[Close,D,5])/Bar[Close,D,5])^2 + ((Bar[Close,D,5] - Bar[Close,D,6])/Bar[Close,D,6])^2 + ((Bar[Close,D,6] - Bar[Close,D,7])/Bar[Close,D,7])^2 + ((Bar[Close,D,7] - Bar[Close,D,8])/Bar[Close,D,8])^2 + ((Bar[Close,D,8] - Bar[Close,D,9])/Bar[Close,D,9])^2 + ((Bar[Close,D,9] - Bar[Close,D,10])/Bar[Close,D,10])^2 + ((Bar[Close,D,10] - Bar[Close,D,11])/Bar[Close,D,11])^2 + ((Bar[Close,D,11] - Bar[Close,D,12])/Bar[Close,D,12])^2 + ((Bar[Close,D,12] - Bar[Close,D,13])/Bar[Close,D,13])^2 + ((Bar[Close,D,13] - Bar[Close,D,14])/Bar[Close,D,14])^2 + ((Bar[Close,D,14] - Bar[Close,D,15])/Bar[Close,D,15])^2 + ((Bar[Close,D,15] - Bar[Close,D,16])/Bar[Close,D,16])^2 + ((Bar[Close,D,16] - Bar[Close,D,17])/Bar[Close,D,17])^2 + ((Bar[Close,D,17] - Bar[Close,D,18])/Bar[Close,D,18])^2 + ((Bar[Close,D,18] - Bar[Close,D,19])/Bar[Close,D,19])^2 + ((Bar[Close,D,19] - Bar[Close,D,20])/Bar[Close,D,20])^2 + ((Bar[Close,D,20] - Bar[Close,D,21])/Bar[Close,D,21])^2 [SUM OF (Y^2)]= ((Bar[High,D,1] - Bar[Low,D,1])/Bar[Low,D,1])^2 + ((Bar[High,D,2] - Bar[Low,D,2])/Bar[Low,D,2])^2 + ((Bar[High,D,3] - Bar[Low,D,3])/Bar[Low,D,3])^2 + ((Bar[High,D,4] - Bar[Low,D,4])/Bar[Low,D,4])^2 + ((Bar[High,D,5] - Bar[Low,D,5])/Bar[Low,D,5])^2 + ((Bar[High,D,6] - Bar[Low,D,6])/Bar[Low,D,6])^2 + ((Bar[High,D,7] - Bar[Low,D,7])/Bar[Low,D,7])^2 + ((Bar[High,D,8] - Bar[Low,D,8])/Bar[Low,D,8])^2 + ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9])^2 + ((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10])^2 + ((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11])^2 + ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12])^2 + ((Bar[High,D,13] - Bar[Low,D,13])/Bar[Low,D,13])^2 + ((Bar[High,D,14] - Bar[Low,D,14])/Bar[Low,D,14])^2 + ((Bar[High,D,15] - Bar[Low,D,15])/Bar[Low,D,15])^2 + ((Bar[High,D,16] - Bar[Low,D,16])/Bar[Low,D,16])^2 + ((Bar[High,D,17] - Bar[Low,D,17])/Bar[Low,D,17])^2 + ((Bar[High,D,18] - Bar[Low,D,18])/Bar[Low,D,18])^2 + ((Bar[High,D,19] - Bar[Low,D,19])/Bar[Low,D,19])^2 + ((Bar[High,D,20] - Bar[Low,D,20])/Bar[Low,D,20])^2 CORR = (20 * ( [SUM OF (X * Y)] ) - ( ([SUM OF X]) * ([SUM OF Y]) ) ) / ( ((20 * ( [SUM OF (X^2)] )) - ([SUM OF X])^2) * ((20 * ( [SUM OF (Y^2)] )) - ([SUM OF Y])^2) ) ^ 0.5 ... and expanded out into the 100% StrategyDesk formula ... } 100* (20 * ( {SUM OF (X * Y)} (((Bar[Close,D,1] - Bar[Close,D,2])/Bar[Close,D,2]) * ((Bar[High,D,1] - Bar[Low,D,1])/Bar[Low,D,1]) ) + (((Bar[Close,D,2] - Bar[Close,D,3])/Bar[Close,D,3]) * ((Bar[High,D,2] - Bar[Low,D,2])/Bar[Low,D,2]) ) + (((Bar[Close,D,3] - Bar[Close,D,4])/Bar[Close,D,4]) * ((Bar[High,D,3] - Bar[Low,D,3])/Bar[Low,D,3]) ) + (((Bar[Close,D,4] - Bar[Close,D,5])/Bar[Close,D,5]) * ((Bar[High,D,4] - Bar[Low,D,4])/Bar[Low,D,4]) ) + (((Bar[Close,D,5] - Bar[Close,D,6])/Bar[Close,D,6]) * ((Bar[High,D,5] - Bar[Low,D,5])/Bar[Low,D,5]) ) + (((Bar[Close,D,6] - Bar[Close,D,7])/Bar[Close,D,7]) * ((Bar[High,D,6] - Bar[Low,D,6])/Bar[Low,D,6]) ) + (((Bar[Close,D,7] - Bar[Close,D,8])/Bar[Close,D,8]) * ((Bar[High,D,7] - Bar[Low,D,7])/Bar[Low,D,7]) ) + (((Bar[Close,D,8] - Bar[Close,D,9])/Bar[Close,D,9]) * ((Bar[High,D,8] - Bar[Low,D,8])/Bar[Low,D,8]) ) + (((Bar[Close,D,9] - Bar[Close,D,10])/Bar[Close,D,10]) * ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9]) ) + (((Bar[Close,D,10] - Bar[Close,D,11])/Bar[Close,D,11]) * ((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10]) ) + (((Bar[Close,D,11] - Bar[Close,D,12])/Bar[Close,D,12]) * ((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11]) ) + (((Bar[Close,D,12] - Bar[Close,D,13])/Bar[Close,D,13]) * ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12]) ) + (((Bar[Close,D,13] - Bar[Close,D,14])/Bar[Close,D,14]) Bar[Low,D,13])/Bar[Low,D,13]) ) + (((Bar[Close,D,14] - Bar[Close,D,15])/Bar[Close,D,15]) Bar[Low,D,14])/Bar[Low,D,14]) ) + (((Bar[Close,D,15] - Bar[Close,D,16])/Bar[Close,D,16]) Bar[Low,D,15])/Bar[Low,D,15]) ) + (((Bar[Close,D,16] - Bar[Close,D,17])/Bar[Close,D,17]) Bar[Low,D,16])/Bar[Low,D,16]) ) + (((Bar[Close,D,17] - Bar[Close,D,18])/Bar[Close,D,18]) Bar[Low,D,17])/Bar[Low,D,17]) ) + (((Bar[Close,D,18] - Bar[Close,D,19])/Bar[Close,D,19]) Bar[Low,D,18])/Bar[Low,D,18]) ) + (((Bar[Close,D,19] - Bar[Close,D,20])/Bar[Close,D,20]) Bar[Low,D,19])/Bar[Low,D,19]) ) + (((Bar[Close,D,20] - Bar[Close,D,21])/Bar[Close,D,21]) Bar[Low,D,20])/Bar[Low,D,20]) ) * ((Bar[High,D,13] - * ((Bar[High,D,14] - * ((Bar[High,D,15] - * ((Bar[High,D,16] - * ((Bar[High,D,17] - * ((Bar[High,D,18] - * ((Bar[High,D,19] - * ((Bar[High,D,20] - )- ( ( { SUM OF X } ((Bar[Close,D,1] - Bar[Close,D,2])/Bar[Close,D,2]) + ((Bar[Close,D,2] - Bar[Close,D,3])/Bar[Close,D,3]) + ((Bar[Close,D,3] - Bar[Close,D,4])/Bar[Close,D,4]) + ((Bar[Close,D,4] - Bar[Close,D,5])/Bar[Close,D,5]) + ((Bar[Close,D,5] - Bar[Close,D,6])/Bar[Close,D,6]) + ((Bar[Close,D,6] - Bar[Close,D,7])/Bar[Close,D,7]) + ((Bar[Close,D,7] - Bar[Close,D,8])/Bar[Close,D,8]) + ((Bar[Close,D,8] - Bar[Close,D,9])/Bar[Close,D,9]) + ((Bar[Close,D,9] - Bar[Close,D,10])/Bar[Close,D,10]) + ((Bar[Close,D,10] - Bar[Close,D,11])/Bar[Close,D,11]) + ((Bar[Close,D,11] - Bar[Close,D,12])/Bar[Close,D,12]) + ((Bar[Close,D,12] - Bar[Close,D,13])/Bar[Close,D,13]) + ((Bar[Close,D,13] - Bar[Close,D,14])/Bar[Close,D,14]) + ((Bar[Close,D,14] - Bar[Close,D,15])/Bar[Close,D,15]) + ((Bar[Close,D,15] - Bar[Close,D,16])/Bar[Close,D,16]) + ((Bar[Close,D,16] - Bar[Close,D,17])/Bar[Close,D,17]) + ((Bar[Close,D,17] - Bar[Close,D,18])/Bar[Close,D,18]) + ((Bar[Close,D,18] - Bar[Close,D,19])/Bar[Close,D,19]) + ((Bar[Close,D,19] - Bar[Close,D,20])/Bar[Close,D,20]) + ((Bar[Close,D,20] - Bar[Close,D,21])/Bar[Close,D,21]) )* ( { SUM OF Y } ((Bar[High,D,1] - Bar[Low,D,1])/Bar[Low,D,1]) + ((Bar[High,D,2] - Bar[Low,D,2])/Bar[Low,D,2]) + ((Bar[High,D,3] - Bar[Low,D,3])/Bar[Low,D,3]) + ((Bar[High,D,4] - Bar[Low,D,4])/Bar[Low,D,4]) + ((Bar[High,D,5] - Bar[Low,D,5])/Bar[Low,D,5]) + ((Bar[High,D,6] - Bar[Low,D,6])/Bar[Low,D,6]) + ((Bar[High,D,7] - Bar[Low,D,7])/Bar[Low,D,7]) + ((Bar[High,D,8] - Bar[Low,D,8])/Bar[Low,D,8]) + ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9]) + ((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10]) + ((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11]) + ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12]) + ((Bar[High,D,13] - Bar[Low,D,13])/Bar[Low,D,13]) + ((Bar[High,D,14] - Bar[Low,D,14])/Bar[Low,D,14]) + ((Bar[High,D,15] - Bar[Low,D,15])/Bar[Low,D,15]) + ((Bar[High,D,16] - Bar[Low,D,16])/Bar[Low,D,16]) + ((Bar[High,D,17] - Bar[Low,D,17])/Bar[Low,D,17]) + ((Bar[High,D,18] - Bar[Low,D,18])/Bar[Low,D,18]) + ((Bar[High,D,19] - Bar[Low,D,19])/Bar[Low,D,19]) + ((Bar[High,D,20] - Bar[Low,D,20])/Bar[Low,D,20]) )) ) / ( ((20 * ( {SUM OF (X^2)} ((Bar[Close,D,1] - ((Bar[Close,D,2] - ((Bar[Close,D,3] - ((Bar[Close,D,4] - ((Bar[Close,D,5] - ((Bar[Close,D,6] - ((Bar[Close,D,7] - ((Bar[Close,D,8] - ((Bar[Close,D,9] - ((Bar[Close,D,10] ((Bar[Close,D,11] ((Bar[Close,D,12] ((Bar[Close,D,13] ((Bar[Close,D,14] ((Bar[Close,D,15] ((Bar[Close,D,16] ((Bar[Close,D,17] ((Bar[Close,D,18] ((Bar[Close,D,19] ((Bar[Close,D,20] )) - ( {SUM OF X} ((Bar[Close,D,1] - ((Bar[Close,D,2] - ((Bar[Close,D,3] - ((Bar[Close,D,4] - ((Bar[Close,D,5] - ((Bar[Close,D,6] - ((Bar[Close,D,7] - Bar[Close,D,2])/Bar[Close,D,2])^2 + Bar[Close,D,3])/Bar[Close,D,3])^2 + Bar[Close,D,4])/Bar[Close,D,4])^2 + Bar[Close,D,5])/Bar[Close,D,5])^2 + Bar[Close,D,6])/Bar[Close,D,6])^2 + Bar[Close,D,7])/Bar[Close,D,7])^2 + Bar[Close,D,8])/Bar[Close,D,8])^2 + Bar[Close,D,9])/Bar[Close,D,9])^2 + Bar[Close,D,10])/Bar[Close,D,10])^2 + - Bar[Close,D,11])/Bar[Close,D,11])^2 + - Bar[Close,D,12])/Bar[Close,D,12])^2 + - Bar[Close,D,13])/Bar[Close,D,13])^2 + - Bar[Close,D,14])/Bar[Close,D,14])^2 + - Bar[Close,D,15])/Bar[Close,D,15])^2 + - Bar[Close,D,16])/Bar[Close,D,16])^2 + - Bar[Close,D,17])/Bar[Close,D,17])^2 + - Bar[Close,D,18])/Bar[Close,D,18])^2 + - Bar[Close,D,19])/Bar[Close,D,19])^2 + - Bar[Close,D,20])/Bar[Close,D,20])^2 + - Bar[Close,D,21])/Bar[Close,D,21])^2 Bar[Close,D,2])/Bar[Close,D,2]) + Bar[Close,D,3])/Bar[Close,D,3]) + Bar[Close,D,4])/Bar[Close,D,4]) + Bar[Close,D,5])/Bar[Close,D,5]) + Bar[Close,D,6])/Bar[Close,D,6]) + Bar[Close,D,7])/Bar[Close,D,7]) + Bar[Close,D,8])/Bar[Close,D,8]) + ((Bar[Close,D,8] - ((Bar[Close,D,9] - ((Bar[Close,D,10] ((Bar[Close,D,11] ((Bar[Close,D,12] ((Bar[Close,D,13] ((Bar[Close,D,14] ((Bar[Close,D,15] ((Bar[Close,D,16] ((Bar[Close,D,17] ((Bar[Close,D,18] ((Bar[Close,D,19] ((Bar[Close,D,20] )^2) * ((20 * ( Bar[Close,D,9])/Bar[Close,D,9]) + Bar[Close,D,10])/Bar[Close,D,10]) + - Bar[Close,D,11])/Bar[Close,D,11]) + - Bar[Close,D,12])/Bar[Close,D,12]) + - Bar[Close,D,13])/Bar[Close,D,13]) + - Bar[Close,D,14])/Bar[Close,D,14]) + - Bar[Close,D,15])/Bar[Close,D,15]) + - Bar[Close,D,16])/Bar[Close,D,16]) + - Bar[Close,D,17])/Bar[Close,D,17]) + - Bar[Close,D,18])/Bar[Close,D,18]) + - Bar[Close,D,19])/Bar[Close,D,19]) + - Bar[Close,D,20])/Bar[Close,D,20]) + - Bar[Close,D,21])/Bar[Close,D,21]) {SUM OF (Y^2)} ((Bar[High,D,1] - Bar[Low,D,1])/Bar[Low,D,1])^2 + ((Bar[High,D,2] - Bar[Low,D,2])/Bar[Low,D,2])^2 + ((Bar[High,D,3] - Bar[Low,D,3])/Bar[Low,D,3])^2 + ((Bar[High,D,4] - Bar[Low,D,4])/Bar[Low,D,4])^2 + ((Bar[High,D,5] - Bar[Low,D,5])/Bar[Low,D,5])^2 + ((Bar[High,D,6] - Bar[Low,D,6])/Bar[Low,D,6])^2 + ((Bar[High,D,7] - Bar[Low,D,7])/Bar[Low,D,7])^2 + ((Bar[High,D,8] - Bar[Low,D,8])/Bar[Low,D,8])^2 + ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9])^2 + ((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10])^2 + ((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11])^2 + ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12])^2 + ((Bar[High,D,13] - Bar[Low,D,13])/Bar[Low,D,13])^2 + ((Bar[High,D,14] - Bar[Low,D,14])/Bar[Low,D,14])^2 + ((Bar[High,D,15] - Bar[Low,D,15])/Bar[Low,D,15])^2 + ((Bar[High,D,16] - Bar[Low,D,16])/Bar[Low,D,16])^2 + ((Bar[High,D,17] - Bar[Low,D,17])/Bar[Low,D,17])^2 + ((Bar[High,D,18] - Bar[Low,D,18])/Bar[Low,D,18])^2 + ((Bar[High,D,19] - Bar[Low,D,19])/Bar[Low,D,19])^2 + ((Bar[High,D,20] - Bar[Low,D,20])/Bar[Low,D,20])^2 )) - ( {SUM OF Y} ((Bar[High,D,1] - Bar[Low,D,1])/Bar[Low,D,1]) + ((Bar[High,D,2] - Bar[Low,D,2])/Bar[Low,D,2]) + ((Bar[High,D,3] - Bar[Low,D,3])/Bar[Low,D,3]) + ((Bar[High,D,4] - Bar[Low,D,4])/Bar[Low,D,4]) + ((Bar[High,D,5] - Bar[Low,D,5])/Bar[Low,D,5]) + ((Bar[High,D,6] - Bar[Low,D,6])/Bar[Low,D,6]) + ((Bar[High,D,7] - Bar[Low,D,7])/Bar[Low,D,7]) + ((Bar[High,D,8] - Bar[Low,D,8])/Bar[Low,D,8]) + ((Bar[High,D,9] - Bar[Low,D,9])/Bar[Low,D,9]) + ((Bar[High,D,10] - Bar[Low,D,10])/Bar[Low,D,10]) + ((Bar[High,D,11] - Bar[Low,D,11])/Bar[Low,D,11]) + ((Bar[High,D,12] - Bar[Low,D,12])/Bar[Low,D,12]) + ((Bar[High,D,13] - Bar[Low,D,13])/Bar[Low,D,13]) + ((Bar[High,D,14] - Bar[Low,D,14])/Bar[Low,D,14]) + ((Bar[High,D,15] - Bar[Low,D,15])/Bar[Low,D,15]) + ((Bar[High,D,16] - Bar[Low,D,16])/Bar[Low,D,16]) + ((Bar[High,D,17] - Bar[Low,D,17])/Bar[Low,D,17]) + ((Bar[High,D,18] - Bar[Low,D,18])/Bar[Low,D,18]) + ((Bar[High,D,19] - Bar[Low,D,19])/Bar[Low,D,19]) + ((Bar[High,D,20] - Bar[Low,D,20])/Bar[Low,D,20]) )^2) ) ^ 0.5 </code></pre>