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everget
28 Eki 2018 13:36

Ulcer Index 

SPDR S&P 500 ETF TRUSTArca

Açıklama

This indicator was described by Peter G. Martin and Byron B. McCann in their book "The Investor's Guide to Fidelity Funds" (1989).

Sürüm Notları

  • V4
Yorumlar
nerdywasabi
@everget - Is there a PDF available to read the finer details on how the indicator works? Also does it work for global markets or has it been customized keeping a specific index in mind?
UnknownUnicorn5522737
Interested in building a larry william indicator ?
everget
@MrMojesty, which one?
StarShip
What are the best crypto settings or does it matter?
Brummbaer
Hi Everget,
thanks for publishing the code. I have just been preparing the Ulcer Index in a different software (Sierra Charts) and I am getting the same results as you do. I have been using 120 lookback for the highest close and the root mean square part of the formula. Do you have an idea why Stockcharts (schrts.co/ieuFwnYs) and Tradesignal Online come to different results. They have a much less smooth curve (Btw. I tested with the MSFT stock) and especially the last days show already a strong reaction while our versions of UI are still falling.

Looking forward to your reply and best regards.
Daha Fazla