Re: [amibroker] Standard Deviation, AmiBroker Email List Archive

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@yahoo.com> 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@gmail.com>
To: amibroker@xxxxxxxxxps.com
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!