## Efficiency |
Top Previous Next |

Calculation: Efficiency Ratio = direction / volatility where direction = Absolute Value(Momentum(Time Series, Periods)) volatility = ∑ Absolute Value(Momentum(Lag(Time Series, n), 1), where n = 0 to Periods – 1 ∑ represents the sum of values across a range of values (in this case n) Absolute Value represents Absolute Value Momentum represents Momentum Lag represents Lag Discussion: |