|
PureBytes Links
Trading Reference Links
|
Are you comparing your results to the STDEVP function in Excel as per the note in AmiBroker function description?
http://www.amibroker.com/guide/afl/afl_view.php?id=143
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "ramoncummins" <ramoncummins@xxx> wrote:
>
> Hi There
>
> I am trying to calculate the standard deviation of the high,low and close prices for the last twenty days. In effect I wait the stdev of 60 pieces of data (20days * 3 data points). For reference, I am trying to replicate highlighting 60 cells in excel and calculating stdev on them.
>
> I've thought about combing the h,l,c arrays but don't know how to do this.
>
> Please note that neither of the following are correct:
>
> stdev(H+L+C, 20);
> (stdev(h,20)+stdev(l,20)+stdev(c,20) / 3); //this produces similar result but not *exactly* the correct result
>
> Any help much appreciated.
>
> Cheers
>
> Ramon
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|