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Oops.... This code will not work, as Cum(1) counts from the first
observation while Cum(ROC(...)) only starts once you have enough data
available. Change the SN bit to something like
SN := Cum((SR>0)+(SR<=0));
This is *not* tested, but it simply returns a 1 for all valid values
of SR and should start counting the moment SR is defined.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, mgf_za_1999 <no_reply@xxxx> wrote:
> I'm not entirely clear on what you want, but will give it a go, just
> on the moving average bit though. Do something like
>
> SR := Cum(ROC(c,13,%))
> SN := Cum(1)
>
> SR/SN
>
> I *think* this is what you are looking for, using all available
> periods at all times.
>
> Regards
> MG Ferreira
> TsaTsa EOD Programmer and trading model builder
> http://www.ferra4models.com
> http://fun.ferra4models.com
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "robcpettit" <robcpettit@xxxx>
> wrote:
> > Hi using stdev(roc(c,13,%),100) I can plot the stdev for roc over 100
> > periods. Is it possible though to plot the stdev of price data from
> > day 1. Eg say first 100 periods stdev = x, then 101 = x1, 102 = x2
> > etc. Basically adding a period recalculating stdev and plotting, but
> > retaining the day befores on the chart. Also how can I do the same but
> > this time calculate the average of the roc.
> > Regards Robert
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