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TIM,
I don?t know what measure of volatility you are
looking for. Anyway, here is Dorsey's RVI or Relative Volatility Index.
Generally, speaking you BUY when RVI move up the value of 50, and you sell when
it moves down the 50. Please GOOGLE for details.
//start
rvi = 100 * EMA( IIf(Close >
Ref(Close,-1), StDev(Close,10), 0),14) /
(EMA( IIf(Close > Ref(Close,-1), StDev(Close,10), 0),14) +
EMA (IIf(Close <
Ref(Close,-1), StDev(Close,10), 0),14));
Plot (rvi, "RVI",
colorRed);
PlotGrid (50,
colorGreen);
PlotGrid (40, colorLightGrey);
PlotGrid (60, colorLightGrey);
PlotGrid (70, colorOrange);
PlotGrid (30, colorGold);
Filter = 1;
AddColumn (C, "Close",
1.2);
AddColumn (V, "Volume", 1.0);
AddColumn (rvi, "RVI", 1.2);
//END
Sent: Tuesday, October 21, 2008 9:38 PM
Subject: [amibroker] VOLATILITY
Hello,
Does anyone know of a stock screener that will screen stocks
for
Volatility and in particular CDN stocks? Is it possible to use AB
in
this fashion? I would prefer to use a stock screener already
developed
because my computer skills are marginal at best. Any help will be
most
appreciated. Thank you.
Kindest
regards,
Tim
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