Variable List Abbreviation: DecResist-PutVol
Variable Mode(s): Futures2
[Note: appears in indicator list only after put volume selected]
Parameter(s): DecResist-PutVol time periods
Description:
A measure of the amount of put volume per unit decrease in price.
Calculation:
For n (time periods) time periods
Average put volume on close down time periods
Average price change magnitude on close down time periods
|