% of days down-up in last 126 tds

• 12/27/2021 at 12:21 PM #183874
  Alfy

  Good morning guys, does anyone know a way to build the % of down (close-close1) minus the % of up trading days (close-close1) of a stock over the last 126 trading days please? So for example, if a stock was down 35% and up 65% of the last 126 trading days, then the answer would be 0.35-0.65=-0.3

  Thanks and happy holidays!

  

  Alfy

  Participant

  Topics: 34

  Replies: 53

  Been thanked: 5 times
  12/27/2021 at 1:46 PM #183878
  robertogozzi

  Not tested:

  N = 126 Up = summation[N]((close - close[1]) > 0) Down = summation[N]((close - close[1]) < 0) Total = Up + Down UPpercent = Up * 100 / Total DOWNpercent = Down * 100 / Total Difference = UPpercent - DOWNpercent Return Difference as “Difference”

  1 2 3 4 5 6 7 8

  N           = 126 Up          = summation[N]((close - close[1]) > 0) Down        = summation[N]((close - close[1]) < 0) Total       = Up + Down UPpercent   = Up   * 100 / Total DOWNpercent = Down * 100 / Total Difference  = UPpercent - DOWNpercent Return Difference as “Difference”

  when Difference > 0 UPs are greater than DOWNs, when < 0 it’s the other way round.

   

  1 user thanked author for this post.

  Alfy

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17150

  Been thanked: 4040 times
  12/27/2021 at 2:32 PM #183879
  Alfy

  Thank you Roberto!

  

  Alfy

  Participant

  Topics: 34

  Replies: 53

  Been thanked: 5 times
• Author
  Posts