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Thread: LT/ST conflicting situations

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  1. #6
    Join Date
    May 2011
    Location
    New Zealand
    Posts
    45
    Look like this filter is used to identify the short covering activity by setting a threshold for ATR. Is this filter ATR - average(ATR) ??
    Last edited by mingpan.lam; 10-31-2011 at 05:25 PM.

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