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Graham, thanks for the solution. END
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Tyr this, also which log do you want to use?
>
> Natural log is LOG, base 10 is LOG10
>
> function f( n )
> {
> fn = StDev(Log(C/Ref(C,-1)),n);
> return fn;
> }
>
>
>
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
>
> -----Original Message-----
> From: treliff [mailto:treliff@x...]
> Sent: Saturday, 28 February 2004 1:31 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] need some help on user-definable functions
>
>
> Hopefully a scripting xpert can help me get a handle on this.
>
> I'm not familiar with scripting but was delighted to find the new
> AFL do-while, for etc. statements could help me realize some new
> analysis.
>
> I'd like to define a function f that calculates statistical
> historical volatility:
>
> f(n) = StDev(Log(C/Ref(C,-1),n)
>
> (this formula mixes traditional math notation "f(n) =" with
> AFL)
>
> The variable n determines the lookback period and of course,
further
> down the indicator, I'd like to be able to call say f(3) (3-period
hist.
> volatility) when n is 3 etc.
>
> Now how do I code this? I better not bore you with the countless
> messy codes I tried so far, but they all lead to some error
message,
> mostly re. mismatches in numbers and arrays.
>
> Just getting this one straight will probably open the door for me.
> Thanks in advance for any help.
>
> Treliff
>
>
>
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