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Tim,
I can't comment on what FT does internally ... But assuming that it
is as described i.e. a 50 bar standard deviation then
StDev(C, 50)
As far as your other question goes ... pole control is separate from
indicator formulae ...
--- In amibroker@xxxxxxxxxxxxxxx, Tim Gadd <timgadd@xxx> wrote:
>
> Hi Fred,
>
> Still confused (not uncommon, I'm afraid).
>
> Which version - StDev(Close,50) or
> MA(StDev(Close,1),50) is used by FastTrack to
> calculate a 50-period standard deviation?
>
> Also, assuming that the algorithm for calculating
> correlation is the same between FastTrack and
> Amibroker (not sure that it is), what would be the AFL
> equivalent of setting the Correlation Length in Days
> to 5 with 250 periods displayed between the poles in
> FastTrack?
>
> Thanks a lot.
>
> --- Fred <ftonetti@xxx> wrote:
>
> > 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@> 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
> > >
> >
> >
> >
> >
> >
> >
>
>
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