PureBytes Links
Trading Reference Links
|
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@xxxxxxxxxxxxxxxSent:
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 -----
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
__,_._,___
|