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tmr0
Nov 25, 2021 7:43 PM

Correlation Index 

Amazon.com, Inc.NASDAQ

描述

Shows how often and how much the underlying security deviates from the base stock.

Indices that help in the selection of securities:

Lst10 - last 10(long factor parameter) periods average
Aver - fulltime averaged

pwr - total deviation area from base
ust - unstability (drawdown index)
cor - percent of positive bars

cross - fulltime averaged deviation

版本注释

ust (unstability value) replaced with mdd (maximum drawdown)
评论
strodim
tmr0
@strodim, thank you!
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