Daily Change - Sum of Negative Changes

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Daily Change - Sum of Negative Changes

Variable List Abbreviation: NegChangeSum

 

Variable Mode(s): Standard, Stock, Futures1, and Futures2

[ Note: uses selected close variable in Stock, Futures1, and Futures2 modes ]

 

Parameter(s): NegChangeSum time periods

 

Description:

The sum of consecutive decreases in the values over the last n (time periods) time periods.