RE: [amibroker] Volatility, average daily, advice reqd

["Graham" <gkavanagh@xxxxxxxxxxxxx>]

You could possibly use ATR which is built in eg ATR(5)/C

Or C/ref(C,-1) or make up one of your own choosing

 



<font size=3 color=teal
face="Times New Roman">Cheers,
Graham

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<span
>-----Original Message-----
From: Gerard Carey
[mailto:gerard_carey@xxxxxxxxxxx] 
Sent: Wednesday, 14 May 2003 11:10
AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Volatility,
average daily, advice reqd

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<span
>I am in the process of checking out
a "buy in the dips" Trading System  (Macd for trend, Stochastic
for entry, Chandalier for exit).





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<span
>I would appreciate some
direction in creating a formula to select stocks evidencing average
daily price volatility of at least 1.5% and preferably over 2% which this
ystem requires. I can't see anything in 'help' or in a mailing list scan.





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> 





<span
>Regds





<span
>Gerard







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