[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Help needed in translating MS formula to AB



PureBytes Links

Trading Reference Links

I have a Metastock formula for "6 Day Historical Volitilty" and when 
I try to translate this formual into Amibroker, I get a different 
answer. Can anyone help me with the translation?

Metastock:
Hist Volitility = Std(Log(C/Ref(C,-1)),6)*Sqrt(256)*100 = 42.3083

Amibroker:
Hist Volitility = StDev(log(C/Ref(C,-1)),6)*sqrt(256)*100 = 37.847

TIA, 
Cordell