Re: [amibroker] Adapt TEMA period to volatility - help

[Terry <MagicTH@xxxxxxxxxxx>]

Some ideas not knowing exactly what youıre trying to accomplish:

Try dividing n/Volatiilty instead of subtracting. May not be what you want,
but gives interesting plots with low values of Periods.
Add a StyleOwnScale to your last Plot statement, itıs going off scale on my
screen.
I have options volatility code that is nearly identical to your code, but it
uses 252 days instead of 365/7. Donıt know what youıre looking for exactly,
but remember AB only has trading days which would be 252 and not 365.
-- 
Terry


From: "Hans" <hansib@xxxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Sat, 16 Oct 2004 06:30:15 -0000
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Adapt TEMA period to volatility - help


hello all,

I'm trying to code "inverse" relation to of any Average to Volatility.
I have some problems with this code, because it works "only" for
V1>28 (not precisely this level, this is a calculated value).
I really do not understand why it does not work for smaller values
since if I write them manually the code is working properly.

I hope anyone can suggest better code and possibly some general
parametrized method to calculate inverse relation from volatility to
averages periods.

Indicator code:

n=46; Period1=10;
n = Param("Periods",n,2,80,1);
Period1=Param("period 1",Period1,1,100,1);

Volatility1 = StDev(log(C/Ref(C,-1)),Period1)*sqrt(365/7)*100;
V1=int(n-Volatility1);
Var1= TEMA(Close,v1);


Plot(Volatility1,"Volatility1 [ "+WriteVal(period1,1.0)
+"]",colorRed,styleLine|styleOwnScale);
Plot(V1,"V1 [ "+WriteVal(V1,1.0)
+"]",colorGreen,styleLine|styleOwnScale);

Plot(Var1,"TEMA volatility" + "("+WriteVal( V1, 1.0 )+")",6,4);





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