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Hi Dominick,
Your formula seems to give drastically different results from the one
implied at:
http://www.amibroker.com/library/detail.php?id=115
which is, I believe:
StDev(Log(C/Ref(C,-1)),199)
For example, on IBM, yours gives 42.15 whereas the library version gives
.0286
Can anyone help reconcile these figures?
thanks
-john
----- Original Message -----
From: "Dominick" <Dom2000@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, January 07, 2004 5:45 PM
Subject: Re: [amibroker] Sammy Chua
> The formula would be a historical volatilty. Here's a good one:
>
> V=(HHV(High,200)-LLV(Low,200))/((HHV(High,200)+LLV(Low,200))/2)*100;
> Graph0=V;
>
> Dominick
>
>
> Dave Merrill wrote:
> > Just wondering about how volatility is expressed in percent.
> >
> > Dave
> >
> > I imagine it's a volatile stock so an ATR or Std Dev formula would
> > apply.
> >
> > Dominick
> >
> > Dave Merrill wrote:
> >
> > > What does "80% Volatility" mean, in AFL terms?
> > >
> > > Dave
> > >
> > > I got this in one of my emails in case anyone is interested:
> > >
> > > For those who wnted to know Sammy Chua's long setup fo
trading:
> > > $20.00 or Above:
> > > NASDAQ stock
> > > 80% Volatility
> > > 10 EMA > 20 EMA AND 20EMA > 50EMA:
> > > AND 3 DAY PULLBACK there after visual scan for reversal
> > Candlestick
> > > pattern,
> > > Has to be a poitive day
> > > entry above previous day high or after 30 min. breakout
> > > Don't enter between 10:40-10:50 Reversal time
> > >
> > > Dominick
> >
> >
> >
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