Not being a real math
wizard, it seems like you have the Close. Substitute H-L for C for
daily range, or C - Ref(C,-1) for day to day changes.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of axle_d
Sent: Monday, January 30, 2006
19:42
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Simple
StDev Question
trying
to code the following:
tenforty = (MA(C, 10) -MA(C, 40))/StDev(C, 100);
my question is this:
I want the StDev to be the 100-day StDev of price changes, is this what I have above
or is it simply the 100-day StDev of closing prices
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
SPONSORED LINKS
YAHOO! GROUPS LINKS