|
PureBytes Links
Trading Reference Links
|
Terry and Treliff,
Thanks for the help guys. It is exactly what I thought. Definitely
have been thinking about playing with the log instead.
--- In amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@xxxx> wrote:
>
> 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
> >
> >
> > 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
> >
> >
> > Investment
> > <http://groups.yahoo.com/gads?
> t=ms&k=Investment+management+software&w1=I
> >
> nvestment+management+software&w2=Real+estate+investment+software&w3=In
> ve
> >
> stment+property+software&w4=Software+support&w5=Real+estate+investment
> +a
> >
> nalysis+software&w6=Investment+software&c=6&s=200&.sig=_XXUzbE9l5lGlZN
> cM
> > u4KNQ> management software
> >
> > Real
> > <http://groups.yahoo.com/gads?
> t=ms&k=Real+estate+investment+software&w1=
> >
> Investment+management+software&w2=Real+estate+investment+software&w3=I
> nv
> >
> estment+property+software&w4=Software+support&w5=Real+estate+investmen
> t+
> >
> analysis+software&w6=Investment+software&c=6&s=200&.sig=5_sgDczz3ArKGM
> tJ
> > 9tFSJA> estate investment software
> >
> > Investment
> > <http://groups.yahoo.com/gads?
> t=ms&k=Investment+property+software&w1=Inv
> >
> estment+management+software&w2=Real+estate+investment+software&w3=Inve
> st
> >
> ment+property+software&w4=Software+support&w5=Real+estate+investment+a
> na
> >
> lysis+software&w6=Investment+software&c=6&s=200&.sig=_N6zcwefgp4eg5n6o
> X5
> > WZw> property software
> >
> >
> > Software
> > <http://groups.yahoo.com/gads?
> t=ms&k=Software+support&w1=Investment+mana
> >
> gement+software&w2=Real+estate+investment+software&w3=Investment+prope
> rt
> >
> y+software&w4=Software+support&w5=Real+estate+investment+analysis+soft
> wa
> > re&w6=Investment+software&c=6&s=200&.sig=MJ2jP31F3n64RDZkDadU8w>
> > support
> >
> > Real
> > <http://groups.yahoo.com/gads?
> t=ms&k=Real+estate+investment+analysis+sof
> >
> tware&w1=Investment+management+software&w2=Real+estate+investment+soft
> wa
> >
> re&w3=Investment+property+software&w4=Software+support&w5=Real+estate+
> in
> >
> vestment+analysis+software&w6=Investment+software&c=6&s=200&.sig=GmF8P
> lA
> > JASx0wrSaX5-Zlw> estate investment analysis software
> >
> > Investment
> > <http://groups.yahoo.com/gads?
> t=ms&k=Investment+software&w1=Investment+m
> >
> anagement+software&w2=Real+estate+investment+software&w3=Investment+pr
> op
> >
> erty+software&w4=Software+support&w5=Real+estate+investment+analysis+s
> of
> > tware&w6=Investment+software&c=6&s=200&.sig=aMgGsKT4w29dMAYUzQUKzg>
> > software
> >
> >
> >
> > _____
> >
> > YAHOO! GROUPS LINKS
> >
> >
> >
> > * Visit your group "amibroker
> > <http://groups.yahoo.com/group/amibroker> " on the web.
> >
> >
> > * To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> > <mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>
> >
> >
> > * Your use of Yahoo! Groups is subject to the Yahoo!
> > <http://docs.yahoo.com/info/terms/> Terms of Service.
> >
> >
> >
> > _____
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|