[amibroker] Re: How are various statistical functions calculated?

["Fred" <ftonetti@xxxxxxxxxxxxx>]

StDev(Close,50) is the Standard Deviation of close of 50 bars 

MA(StDev(Close,1),50)is the 50 bar MA of the standard deviation of 
the close of 1 bar.

--- In amibroker@xxxxxxxxxxxxxxx, "timgadd" <timgadd@xxx> wrote:
>
> I need to get something straight about the way the some of the 
> statistical functions are calculated. I hope the explanation of 
what I 
> am trying to understand is not confused by my lack of 
understanding. :()
> 
> For example, Correlation(Close,Foreign("NDX","Close"),250) ...
> 
> Is each value returned from this function the 250-bar average of a 
> correlation value that is calculated between each bar of the two 
input 
> arrays? Or does each value of the resulting array represent how 
two 250-
> period regression lines (or some other smoothing) are correlated?
> 
> Likewise, is StDev(Close,50) a 50-bar average of the dispersion of 
each 
> value in the array? Put differently, what is the difference 
between ...
> 
> StDev(Close,50) and MA(StDev(Close,1),50)?
> 
> Thanks
>







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/