[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Help in estimating whether stock is volatile



PureBytes Links

Trading Reference Links

hello,

i want to check whether a stock is volatile or not in a 5 minute time
frame. will the following give 10 period volatility in 5 min bars

timeframeset(in5minute);
hv10 = StDev(ln(C / Ref(C, -1), 10));
timeframerestore();

or this one is mor appropriate?

timeframeset(in5minute);
hv10 = StDev(ln(C / Ref(C, -1), period) * sqrt(265*60*12) * 100
timeframerestore();

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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

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/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> 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/