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[amibroker] Re: Standard Deviation as an indicator



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1.  take the log of the price data (newpriceseries=log(c)), so that 
the price distribution is better normalized.  2.  do everything like 
you have been told from here except use the new logged series as your 
price series.



--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> So would this apply to the price data or the BB?
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "jeffro861" <jeffro861@> wrote:
> >
> > I couldn't help myself... might as well take the natural log of 
the 
> > price series you're dealing with-- price data follows more of a 
log 
> > distribtion than a normal distribution (log(c)).  This become 
more 
> > apparent in parabolic moving stocks and longer time frames for 
> > calculating std. dev.  There are other ways to deal with the 
> > asymetric price distributions, but that is entirely too much 
> > explanation for this dialogue.
> > 
> > good luck
> > 
> > 
> > > 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!
> > >
> >
>



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