[amibroker] Re: StdErr( ARRAY, periods )

["DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>]

Herman,
It is *exactly* what I wanted.
As I see, it is rather complicated for RevEng, but... we shall see.
Many thanks, you saved me from many hours of research.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen" 
<psytek@xxxx> wrote:
> 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@x...]
> 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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