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[amibroker] Re: Standard Deviation as an indicator



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It's plotting the grey SD +_ lines as per your example.

(You give us a better brief - just as well we are mind readers?)

It looks like you want to subtract close from MA(C,50) and then put 
the SD over the top of that (substitute the difference for MA(C,50) 
in Bills (adapted) code.

--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> 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@> 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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