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UM,
Do we need another one !
At the present I do not see the value of having 4 different formulas...each
returning a different
value....Which formula would be correct .....shouldn't that be what we are
looking for....IMHO.
Anthony
-------Original Message-------
From: amibroker@xxxxxxxxxxxxxxx
Date: Tuesday, April 15, 2003 07:53:45
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Average price volatility in percent
Here is another one:
PercentVolatility = StDev(C,10) / MA(C,10) * 100;
UM
----- Original Message -----
From: "Anthony Faragasso" <ajf1111@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 15, 2003 1:36 PM
Subject: RE: [amibroker] Average price volatility in percent
> Chuck,
>
> checking your formulas you posted....they each return a different value...
> So..what would the real value be for this **Average price volatility in
> percent**....
>
> Filter=1;
> PercentVolatility1 = StDev(Close,12) / Close * 100;
> AddColumn(percentvolatility1,"PV1");
> PercentVolatility2 = ATR(10) / Close * 100;
> AddColumn(percentvolatility2,"PV1");
> myAverage = MA(Close,10);
> NonStdDev = HHV(abs(Close-myAverage),10);
> PercentVolatility3 = NonStdDev / Close * 100;
> AddColumn(percentvolatility3,"PV2");
> Thankl you
> Anthony
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