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Would this help DT:
T1=14;//Std Error periods
X=Close;
A1= Sum(X,T1)/T1;
B1= Sum(Cum(1),T1);
Error=sqrt(((Sum((X^2),T1)-(Sum(X,T1)^2)/T1)-(Sum(Cum(1)*X,T1)-(B1*A1))/
(Sum((Cum(1)^2),T1)-(B1^2)/T1)*(Sum(Cum(1)*X,T1)-(B1*A1)))/(T1-2));
Graph0=Error;
Title="Std Error="+WriteVal(Error,1.6)+" Periods="+WriteVal(T1,1.0);
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Tuesday, September 23, 2003 2:14 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] StdErr( ARRAY, periods )
Tomasz,
I would like to try the RevEng mechanism of Standard Error Bands but
I donīt know the exact maths used behind the StdErr( ARRAY, periods )
function.
Dimitris Tsokakis
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