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Hi Mike.
No, I'm aware of the differences between stdevA and stdevP and this problem is not related - thanks for the suggestion though.
anyone else?
Ramon
--- In amibroker@xxxxxxxxxxxxxxx, "sfclimbers" <sfclimbers@xxx> wrote:
>
> 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@> 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
> >
>
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