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You'll understand more about what you're trading if you don't
normalize the data in the first place.
--- In amibroker@xxxxxxxxxxxxxxx, "jeffro861" <jeffro861@xxx> wrote:
>
> 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@> 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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