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DMX with gap adaptation
We enhanced DMX to include an option that allows DMX to ignore price gaps. The user can specify any logic to designate which gaps should be ignored. The chart shows DMX that has been instructed to ignore all gaps occuring between one day and the next. Note how the gap has no apparent affect on analysis. In comparison, when DMX is not given such instructions (bottom plot), we see the effect this gap can produce. |
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