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Hello,
I'm not very sophisticated when it comes to formulas but has anyone
used an AMA or a TEMA instead of an EMA for standard deviation? It
might make it a bit smoother.
Tim
--- In amibroker@xxxxxxxxxxxxxxx, "NW Trader" <ta4charts@xxx> wrote:
>
> Hi Dan,
>
> Sorry for the blind ally with the Hull MA -- I have substituted it in a
> number of other formula for a MA or EMA with nice results (much
smoother and
> responsive curving). I hadn't thought thru the consequence of
imaginary
> numbers -- but then sometimes our profits seem all too imaginary, so I
> should have. <VBG>
>
> I'll have to take a look at your EMA version some more and play with it
> some. Thanks again for the insight.
>
>
> Peace and Justice --- Patrick
>
>
>
>
> ----- Original Message -----
> From: Daniel LaLiberte
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, May 23, 2006 8:57 PM
> Subject: Re: [amibroker] Exponential Standard Deviation (EStDev)
>
>
> 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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