Re: [amibroker] Standard Deviation

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Conrad, try Filter = DateNum() == LastValue(DateNum());

 

This should only allow the last bar values to get through.

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

From: Conrad Smith

To: amibroker@xxxxxxxxxxxxxxx

Sent: Tuesday, October 23, 2007 8:45 PM

Subject: Re: [amibroker] Standard Deviation

Okay, so I used the Stdev function, but I'm still having difficulties (surprise!).

If I set the date range on the exploration to just today, it returns nothing.  If I set the date range to the last 20 trading days, I get back multiple rows for each ticker.  Most of which are in the past.

How do I make it so that the exploration only returns the standard deviation for today?

Thanks!

----- Original Message ----
From: Graham <kavemanperth@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, October 23, 2007 9:29:25 PM
Subject: Re: [amibroker] Standard Deviation

Why not just use the Stdev function?



--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriti ng.com

On 24/10/2007, Ara Kaloustian <ara1@xxxxxxx com> wrote:

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!

__._,_.___

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

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

__,_._,___