Notations for Directional Change (DC) research Edward Tsang Research Note WP073-­‐14 17 April 2014 Revised 25 September 2014 Revised 7 October 2014 Background: Many researchers from multiple sites are working on Directional Changes. I suggest we use the same language and notations. This way we can avoid misunderstanding and improve communication efficiency. Name / Description Threshold Extreme point Directional Change Upward Directional Change Downward Directional Change Directional Changes of threshold θ Current price Price at extreme point Price at upward Directional Change Confirmation point Minimal price at upward Directional Change Confirmation point Highest price in the current trend Lowest price in the current trend Overshoot value At DC confirmation, OSV=0; At Pc=PEXT × (1+2θ), OSV = 1; in general: At Pc=PEXT × (1+kθ), where k>0, OSV = k-­‐1 At Pc=PEXT × (1-­‐kθ), where k>0, OSV = -­‐k+1 Number of DCs of threshold γ over time period τ Given a threshold θ that took time T, the Number of DCs of threshold θ÷d over a time period from Now – (T÷k)*(t+1) to Now – (T÷k)*t In other words, when t=0, NsDC(θ, d, 2, 0) counts NDC(θ÷d, [Now-­‐
(T÷k), Now]) Notation θ EXT DC DC↑ DC↓ DC(θ), DC↑(θ), DC↓(θ) Pc PEXT PDCC↑ ≥ PEXT × (1+ θ) PDCC↑* = PEXT × (1+ θ) ≤ PDCC↑ PHi PLo OSV = ((Pc – PDCC*) ÷ P DCC*) ÷ θ NDC(γ, τ) NsDC(θ, d, k, t) = NDC(θ÷d, [Now-­‐
(T÷k)*(t+1), Now-­‐(T÷k)*t] Let “Now” be the time now.
Suppose EXT point is at time 1000, and DCC point is at time 1200.
Suppose the next EXT point is 1500.
Then in this trend, DC takes 200 units of time to happen, so T = 200.
NsDC(θ, 2, 2, 0) counts the number of DCs of threshold θ/2 between time points
1400 and 1500.
NsDC(θ, 2, 2, 1) counts the number of DCs of threshold θ/2 between time points
1300 and 1400.
Directional
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NsDC(θ,2,2,1)
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NsDC(θ, d, k, t) = NDC(θ÷d, [Now-(T÷k)*(t+1), Now-(T÷k)*t]
where NDC(γ, τ) = number of DCs of threshold γ over time period τ

TO102/TO104 Bandwidth 100MHz Rise time 3.5ns Real time

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