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Yes, but is the distribution normal???
On Wed, 16 Apr 2003 01:37 am, nkis22 wrote:
> Only (stdev(c,10)/c)*100 is the one of any known theoretical
> merit. The StDev is interpretable within the gaussian curve, and can
> therefore be used in any furhter analysis or formal tests.
> nand
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
>
> wrote:
> > 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@xxxx>
> > 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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> >
> >
> >
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