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Re: [amibroker] Exponential Standard Deviation (EStDev)



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Hi Daniel!
How it's used your formula? Can you put in it buy&sell signals?

Daniel LaLiberte <liberte@xxxxxxxxxxxxx> wrote:
Thanks for the pointer to the Hull MA, Patrick.  I found a definition and
experimented with it, substituting HMA for EMA in my formula (based on
"sample stdev") and also the one that Paul Ho provided (based on "population
stdev"). 

HMA is apparently too fast for standard deviation calculations because the
result is sometimes imaginary, due to taking the square root of a negative
number.

I'm not sure why using EMA works out, and maybe it does fail in some
situations.  Even DEMA is too fast.  I suppose we could always just use Nz()
to constrain it to zero, but who knows what the statistical meaning is
anymore.  For that matter, why should we assume that standard deviation means
anything regarding the non-normal misbehaving stock market?  Oh well,
whatever works :)

dan


On Sunday 21 May 2006 11:52 pm, NW Trader wrote:
> Hi Dan,
>
> Try using a Hull MA -- it's a lot faster.
>
> Peace and Justice   ---   Patrick


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