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Something along these lines should
work:
mean = cum(c) / (barcount -1);
lvmean = lastvalue(mean);
sdmean = stdev(mean, barcount
-1);
top = lastvalue(mean + sdmean);
bottom = lastvalue(mean -
sdmean);
plot(lvmean, ...
plot(top, ...
plot(bottom, ...
----- Original Message -----
Sent: Thursday, March 20, 2008 12:14
PM
Subject: [amibroker] Standard Deviation as an
indicator
>
Hey all - I'm trying to put together an indicator based on Standard
>
Deviation. The difference, from, say Bollinger Bands in this case
is
> that I want to show the Std Dev from a moving average in terms of
1,2
> and 3 standard deviations from mean, where mean is an N day
moving
> average. So, the mean would be represented by a constant
straight
> line on a chart, and then a line would go up/down around
it.
>
> For an example, check this out:
> http://www.indexindicators.com/charts/sp500-vs-sp500-50d-rsma-params-3y-x-x/
>
> I really don't know how to approach this - anybody have
any
> thoughts/ideas? Or maybe someone has done it before (or it's
in AB
> already) and I just haven't found it.
>
>
Thanks!
>
>
> ------------------------------------
>
> Please note that this group is for discussion between users
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__._,_.___
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
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