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Hello,
download indicators.dll
stephane
Index= Foreign("999150","C");
Periods=Param("period",20,20,200,10);
Plot(scBETA(Index,C,periods),"",colorBlue,1);
Beta=(( Periods * Sum(ROC( C,1) * ROC(Index,1),Periods )) - (Sum(ROC
(C,1),Periods) * Sum(ROC( Index,1),Periods))) / ((Periods * Sum((ROC
(Index,1)
^2 ),Periods)) - (Sum(ROC(Index,1 ),Periods)^2 ));
//Plot(beta,"BETA",colorWhite,1);
/*****Alpha*********************/
Alpha=(Sum(ROC( C,1) ,Periods) - ( Beta ) * Sum( ROC(
Index,1) ,Periods ) ) / Periods;
//Plot(ALPHA,"",colorRed,1);
Plot(scALPHA(Index,C,periods),"ALPHA",colorRed,1);
> There is a code by Anthony Faragasso in the AFL library,
>
> http://www.amibroker.com/library/detail.php?id=157
>
> It might be what you need.
>
> /JS
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Werner" <WKRAG@xxxx> wrote:
> > Good day,
> >
> > I was wondering if there is a function for BETA in the AFL
> language.
> > I looked in the manual but did not find anything.
> > If not, how do I compute BETA (for volatility) in a stock. High
> BETA
> > stocks move up faster when the market goes up and vice versa.
> > I'd like to compare stocks to - let's say - the QQQ and find
those
> > that have a BETA of 2 (compared to the QQQ). Period maybe 6
> months.
> >
> > Any ideas?
> >
> > Thank you.
> >
> > Werner
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