D08-F07-A07 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Range Expansion Index
How much of the last n bars' close-to-close travel survived as net directional movement? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
package convention: REI_t = 100 * sum(dC_k, k=t-n+1..t) / sum(|dC_k|, k=t-n+1..t), dC_k = C_k - C_(k-1)
Availability rule
A state at t may use only observations available through t; confirmed swings retain their confirmation timestamp and are never relabeled as known at the pivot bar.
calculated · step 1 of 7