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John,
Here is one that I use/
Vol = StDev(log(C/Ref(C,-1)),6) / StDev(log(C/Ref(C,-1)),100);
Plot(Vol,"Vol",1,1);
Custom scale=0 & 2.0
Show dates and Middle checked.
When it reaches 1.5 hang on.
John
-- In amibroker@xxxxxxxxxxxxxxx, "john gibb" <jgibb1@xxxx> wrote:
> 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@xxxx>
> 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
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
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