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That solves some of it - so that gives me the upper and lower lines
(over the entire range of the stock - not sure about that). But I
need the line that represents the current standard deviation from a
50d moving average.
Appreciate the help though - it's a good start for me.
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <timesarrow@xxx> wrote:
>
> 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, ...
>
> Bill
>
> ----- Original Message -----
> From: "droskill" <droskill@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> 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 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:
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> >
> > For other support material please check also:
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> >
> >
> >
> >
> >
> > --
> > No virus found in this incoming message.
> > Checked by AVG.
> > Version: 7.5.519 / Virus Database: 269.21.7/1335 - Release Date:
3/19/2008 9:54 AM
> >
> >
>
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