[amibroker] Help with MS volatility stop loss.

[kris45mar <kris45mar@xxxxxxxxx>]

Hi Group:

Can anyone give me a steer in the right direction with
this Metastock code, please?

Designed to be a volatility based stop, based on Stdev
of the Ln of the percent price change.

M:= Mov(((C/Ref(C,-1))-1),14,E);
SD:= Stdev(((C/Ref(C,-1))-1),14);
R:= M+(2.326)*(SD);
{R at 2.326 will give a 99% confidence rating}
C*Exp(R)*1; 

Here is what I have so far:

x = c/ref(c,-1) ; // what is the ((C/Ref(C,-1))-1)
part of the MS code. Is this the value for yesterday?

M = ema(x,14);
Sd = stdev( x,14);
R = M - 2.326 * sd;
Stop = C * exp( R ) * 1; is this correct for AB?

Regards

ChrisB



		
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