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Hi All,
I was trying to code HVR copied from AB into TradingSolutions. The
resulting values for the volatility ratio in TS did not match those
in AB (for eg., in AB it was 0.49 and in TS it was .5497)
I'm curious to know whether anybody is using this code in TS and
compare the values to those in AB.
All I can think of is maybe, AB is using exponential moving average
to calculate the Standard Deviation and TS is using simple moving
average which is what it should be according to Bollinger.
I would appreciate any feedback.
Regards,
Pal Anand
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