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StDev(C, 100) is most definitely standard deviation of the close.
Indeed StDev(C-Ref(C,-1), 100) would be stdev of price changes.
However you may consider the stdev of PERCENT price changes instead,
because these are supposedly normally distributed (bellcurve: for a
price series, if all goes well we know how much lies within 1 stdev,
2 stdev's etc).
Next step would be to use the logarithmic instead of the % price
changes (they closely resemble), as it is used in volatility
calculations:
StDev(log(C/Ref(C,-1)),100)
Finally, this may not fit in your framework at all :-)
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
>
> 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.
>
>
>
> --
>
> Terry
>
> -----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
>
>
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