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Portfolio123 » List all forums » Forum: Simulations and Portfolios » Thread: Advanced Momentum with Value |
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Total posts in this thread: 2 |
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kirkvandyne
Member
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6 month momentum averaged over 20 days close(0)/((close(120)+close(121)+close(122)+close(123)+close(124)+close(125)+close(126)+close(127)+close(128)+close(129)+close(130)+close(131)+close(132)+close(133)+close(134)+close(135)+close(136)+close(137)+close(138)+close(139)+close(140))/20) Doesn't this formula have 21 days (divided by 20)? |
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olikea
Advanced Member
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Seeing as its all realitve, you don't have to divide by 20 anyway, it makes no difference. |
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