|
PureBytes Links
Trading Reference Links
|
//P_FixedStDev
mean = MA(C,50);
lvmean = LastValue(mean);
sdmean = StDev(mean, 50);
top = LastValue(mean + sdmean);
bottom = LastValue(mean - sdmean);
Plot(lvmean, _DEFAULT_NAME(),1,1);
Plot(top, _DEFAULT_NAME(),1,1);
Plot(bottom, _DEFAULT_NAME(),1,1);
--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> 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@>
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@>
> > 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:
> > > http://www.amibroker.com/devlog/
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > > --
> > > 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
> > >
> > >
> >
>
------------------------------------
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
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|