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Sorry, I should have included some more info..
in amibroker I have stdev(c,5);
based on closing prices of:
35.52
34.96
33.73
34.65
34.83
--- In amibroker@xxxxxxxxxxxxxxx, "the_chairmann" <jhart_1972@xxxx>
wrote:
> I'm experimenting with a standard deviation exploration but I'm
> getting discrepencies in the resulting answer. Take Alcoa for
> example. I get a 5 day Sd of 67 in Amibroker but a SD of 65 in
> Excel. I tried this over 5 & 10 day periods for other stocks and
> got conflicting answers as well. Is it because AB is a "moving"
> standard deviation?
>
> From the AB help file: Calculates moving standard deviation of
the
> ARRAY over periods bars
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