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Re: [amibroker] Average price volatility in percent



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Anthony, you are right of course; one is sufficient.
But, on the other hand if there isn't already such 
a well known formula then the only way is to
try several to find a good one.
UM


----- Original Message ----- 
From: "Anthony Faragasso" <ajf1111@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 15, 2003 2:14 PM
Subject: Re: [amibroker] Average price volatility in percent


> 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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