RE: [amibroker] Average price volatility in percent

["Chuck Rademacher" <chuck_rademacher@xxxxxxxxxx>]

<FONT face=Arial color=#0000ff 
size=2>Several ways come to mind.  Examples based on ten-day 
volatility:
<FONT face=Arial color=#0000ff 
size=2> 
Method 
A (written for understanding, not saving space in the 
window):     
<FONT face=Arial color=#0000ff 
size=2> 
    <FONT face=Arial 
color=#0000ff size=2>myAverage = MA(Close,10);
<FONT face=Arial color=#0000ff 
size=2>    NonStdDev = 
HHV(abs(close-myAverage),10);
<FONT face=Arial color=#0000ff 
size=2>    PercentVolatility = NonStdDev / Close * 
100;
<FONT face=Arial color=#0000ff 
size=2> 
Method 
B:
<FONT face=Arial color=#0000ff 
size=2> 
    <FONT face=Arial 
color=#0000ff size=2>PercentVolatility = StDev(Close,10) / Close * 
100;
<FONT face=Arial color=#0000ff 
size=2> 
Method 
C:
<FONT face=Arial color=#0000ff 
size=2> 
    <FONT face=Arial 
color=#0000ff size=2>PercentVolatility = ATR(10) / Close * 
100;
<FONT face=Arial color=#0000ff 
size=2> 
That 
should get you started.
<BLOCKQUOTE 
>
  <FONT face="Times New Roman" 
  size=2>-----Original Message-----From: uenal.mutlu@xxxxxxxxxxx 
  [mailto:uenal.mutlu@xxxxxxxxxxx]Sent: Tuesday, April 15, 2003 5:20 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
  Average price volatility in percentHi,how would 
  one compute an average price volatilityover past x days on a percent basis 
  for a stock? Any formula?UMSend 
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