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

Re: Help needed in translating MS formula to AB



PureBytes Links

Trading Reference Links

I'm no expert at this. Has Log and Log10 got to do something on this?

Regards
Siva


--- In amibroker@xxxx, "ct1942" <ct1942@xxxx> wrote:
> 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