Sidebar: Excel codes for trend trigger factor by M.H. Pee
ARTICLE SYNOPSIS ...Stocks & Commodities V. 22:12 (28-36): Sidebar: Excel codes for trend trigger factor by M.H. Pee
EXCEL CODES FOR TREND TRIGGER FACTOR
The Excel spreadsheet in sidebar Figure 1 shows all the required calculations for the 15-day trend trigger factor (TTF) on the euro between October 1, 2002, and January 15, 2003, inclusively. The data is represented in continuous contract format. The date, open, high, low, and close goes into column A, B, C, D, and E, respectively. The date is represented using eight digits, with the first four representing the year, the next two the month, and the last two th...