반응형 ATR2 [May-2014] Volume vs TR(True Range) Correlation Distribution TR(True Range) = High Price of intraday - Low Price of intradayX axis : TR vs Volume Correlation CoefficientY axis : Number of stocksMay-2014500 Day ParameterKOSPI, KOSDAQ AnalysisThis data mode of correlation coefficient is 0.7.Kurtosis of the distribution of the correlation is -0.66, and skew is -0.64.The data are to be concentrated in the correlation coefficient 0.7 and The high correlation h.. 2014. 5. 31. [Forex] AUD/CAD Price vs TR(True Range) Correlation Distribution Moving Correlation (Price, TR, 100 Day Parameter) X axis : Date(1993/05 ~ 2014/03)Y axis : Moving Correlation CoefficientTR(True Range) = Log(High of Day) - Log(Low of Day)Time Scale : Day100 Day Parameter Moving Correlation Distribution (Price, TR, 100 Day Parameter) X axis : AUD/CAD Price vs TR(True Range) Correlation CoefficientY axis : Number of DaysTime Scale : Day100 Day Parameter Analysis.. 2014. 3. 23. 이전 1 다음 반응형