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Hmmm...once again, I'm not getting anything from this code. I just
get a straight line going across.
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> //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@> 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
> > > >
> > > >
> > >
> >
>
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