Re: [amibroker] Standard Deviation

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Your filter statement needs to be changed. Use

 

Filter =1;  // This will pass all stocks

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

From: Conrad Smith

To: Amibroker

Sent: Tuesday, October 23, 2007 7:41 PM

Subject: [amibroker] Standard Deviation

Hi guys,

I'm trying to get the standard deviation for each stocks.  So far I have the following, but nothing comes back in the exploration.

Period = 20;
CloseTotal = Close[0];
CloseMean[0] = Close[0];
SumDeviation = 0;
SqDev = 0;

for( i = 0; i > Period; i++ )
{
    CloseTotal = CloseTotal + Close[i];
    CloseMean[i] = Close[(i * -1)];
}

Mean = CloseTotal / Period;

for( i = 0; i > Period; i++ )
{
    CloseMean[i] = Close[i] - Mean;
}

for( i = 0; i > Period; i++ )
{
    CloseMean[i] = CloseMean[i] * CloseMean[i];
}

for( i = 0; i > Period; i++ )
{
    SumDeviation = SumDeviation + sqrt(CloseMean[i]);
}

SqDev = SumDeviation / (Period - 1);
SqDev = sqrt(SqDev);

Filter  =  SqDev;

AddColumn( SqDev, "Standard Dev");


Thanks for any help!

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