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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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