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PureBytes Links
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I tried to - I did find the page for StdDev, but
the rest of them either were not listed or did not have a link attached to
them.
Steve
----- Original Message -----
Sent: Friday, February 03, 2006 2:33
PM
Subject: Re: [amibroker] Re: Simple StDev
Question
----- Original Message -----
Sent: Friday, February 03, 2006 10:38
AM
Subject: Re: [amibroker] Re: Simple
StDev Question
Hi Bill,
Thanks for the link, but it seems what they
offer is basically definitions ( unless I missed something? ). I was
looking for something a little more in-depth. Actually, I do have a basic
understanding of these things but I hoping to find one site that
would fill in the gaps and tie it all together. I will keep
looking in my spare time - if I find anything good I will post the link.
Thanks again!
Did you click on the links leading
to formula and interpretation?
Steve
----- Original Message -----
Sent: Wednesday, February 01, 2006
8:04 PM
Subject: Re: [amibroker] Re: Simple
StDev Question
----- Original Message -----
Sent: Wednesday, February 01, 2006
4:57 PM
Subject: Re: [amibroker] Re: Simple
StDev Question
Wow, that is quite a link, and now my newest
bookmark. 8 - )
This guy knows all about
everything!
Since he has a bit about statistics, it reminded me
that I was searching the
web a couple of weeks ago for something
along the lines of "Statistics for
Traders". Hopefully something
that covers the statistics used by traders -
things like alpha,
beta, correlation, LinReg, StdDev, etc and leaves out the
rest, and
also explains them all in easy-to-understand terms and in logical
progression. Anyone know of anything good along these lines? Thanks
very
much!
Steve
----- Original Message -----
From: "treliff" <treliff@xxxxxxxxx>
To:
<amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, February 01, 2006
2:00 PM
Subject: [amibroker] Re: Simple StDev
Question
> Remember though that if you use log, you
probably want to convert all
> other prices in your formula to log
prices as well: log(C) instead of
> C etc.
>
> Then
again, e.g. Bollinger bands don't take the trouble of using log
>
but work with straightforward prices instead. The key is: use
log
> consistently or don't use it at all.
>
> There's
this guy called gummy who has lots of info on this in plain
>
English:
>
> http://www.gummy-stuff.org/bolli-bands.htm
>
>
Check out his home page for more market related math
stuff.
>
> Hope this helps.
>
>
-treliff
>
>
> --- In amibroker@xxxxxxxxxxxxxxx,
"axle_d" <axle_d@xxxx> wrote:
>>
>> 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
>> > >
>> > >
>>
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>
>> > >
>> > > _____
>> >
>
>> > > YAHOO! GROUPS LINKS
>> >
>
>> > >
>> > >
>> > > *
Visit your group "amibroker
>> > > <http://groups.yahoo.com/group/amibroker>
" on the web.
>> > >
>> > >
>>
> > * To unsubscribe from this group, send an email
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>> > >
>> > > _____
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>>
>
>>
>
>
>
>
>
>
>
>
Please note that this group is for discussion between users
only.
>
> To get support from AmiBroker please send an
e-mail directly to
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>
>
For other support material please check also:
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