隨機漫步指標

Random Walk Index (RWI)試圖確定一個股票的價格波動是隨機的的性質或是一個顯著趨勢的結果。通過比較一段時間股票的價格範圍和隨機漫步(隨機向上或向下)的差異，隨機漫步指數試圖確定市場正處於強勁升勢或跌勢。

計算方法

      RWI = Actual price move / Expected random walk

     

      RWI for today's high RWIH = (H - Ln) / (ATR(n) * Sqrt(n))

      RWI for today's low RWIL = (Hn - L) / (ATR(n) * Sqrt(n))

      where Hn and Ln are the high and low of n days ago

            Avg Rng is the average daily range of the n days preceding today.