Re: [amibroker] Help in estimating whether stock is volatile

["wavemechanic" <fimdot@xxxxxxxxx>]

Are you interested in volatility or annual historical volatility?

 

Bill

 

----- Original Message -----

From: "kar_avi" <kar_avi@xxxxxxxxx>

To: <amibroker@xxxxxxxxxxxxxxx>

Sent: Wednesday, July 18, 2007 1:13 AM

Subject: [amibroker] Help in estimating whether stock is volatile

> 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/
> 
>
>
> --
> No virus found in this incoming message.
> Checked by AVG Free Edition.
> Version: 7.5.476 / Virus Database: 269.10.8/906 - Release Date: 7/17/2007 6:30 PM
>
> __._,_.___

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

SPONSORED LINKS

Investment management software	Investment property software	Investment software
Investment tracking software	Return on investment software

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___