Introduction[]
Construction[]
- H [p] (i) = max (P(j), j=i-p, i-p+1, ..., i)
- L [p] (i) = min (P(j), j=i-p, i-p+1, ..., i)
- K (i) = 100% * [ (P(i) - L [p] (i)) / (H [p] (i) - L [p] (i) ] /* fast */
- D (i) = 100% * [ (P(i) - L [q] (i)) / (H [q] (i) - L [q] (i) ] /* slow */
- KD = K/D