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Re: [amibroker] Standard Deviation



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Use
SqDev = StDev(C,20);
Filter  =  1;
AddColumn( SqDev, "Standard Dev");

then you control what is explored (symbols, bars) in the analysis window



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

On 24/10/2007, Conrad Smith <conradfsmith3@xxxxxxxxx> wrote:
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
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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