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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Range expansion index ： ウィキペディア英語版 Range expansion index The range expansion index (REI) is a technical indicator used in the technical analysis of financial markets. It is intended to chart the relative strength or weakness of a trading vehicle based on the comparison of the recent price changes and the overall price changes for the period. The REI can be classified as a momentum oscillator, measuring the velocity and magnitude of directional price movements. The REI shows overbought/oversold price conditions by measuring the relation between the sum of "strong" price changes (such that form a trend) and all price changes for the period. The REI is most typically used on an 8 day timeframe. It changes on a scale from −100 to +100, with the overbought and oversold levels marked at +60 and −60, respectively. The range expansion index was developed by Thomas DeMark and published in his 1994 book, ''The New Science of Technical Analysis''.〔Thomas R. DeMark, ''The New Science of Technical Analysis'', ISBN 0-471-03548-3〕 ==Calculation== Two sums are calculated for each day. One is the conditional sum of the "strong" price changes: : $S1\; =\; \backslash sum\_^\; n\_j\; m\_j\; s\_j$ where $k$ is the period of calculation (usually, 8), $n\_j$ is a first condition: if ((High(– 2 ) < Close(- 7 )) && (High(- 2 ) < Close(- 8 )) && (High() < High(- 5 )) && (High() < High(- 6 ))) $n\_j\; =\; 0$ else $n\_j\; =\; 1$ $m\_j$ is a second condition: if ((Low(– 2 ) > Close(– 7 )) && (Low(– 2 ) > Close(– 8 )) && (Low() > Low(– 5 )) && (Low() > Low(– 6 ))) $m\_j\; =\; 0$ else $m\_j\; =\; 1$ and $s\_j$ is the price change parameter: : $s\_j\; =\; High()\; -\; High(-\; 2)\; +\; Low()\; -\; Low(-\; 2),\backslash !$ The second sum is calculated as following: : $S2\; =\; \backslash sum\_^\; |High()\; -\; High(-\; 2)|\; +\; |Low()\; -\; Low(-\; 2)|$ For each trading day the value of the indicator is calculated: : $REI\; =\; \backslash frac\; 100$ 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Range expansion index」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.