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Hi there,
Try something like
R1 := ROC(C,13,%);
R2 := Cum(R1);
R3 := Cum(R1*R1);
NN := Cum(R3>0);
SQRT( NN / (NN-1) * ( R3 - R2 * R2 ) );
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:
> I think Ive done it using Stdev(ROC(C, 13, % ), 2), I dont quite
> understand how though. Igot to involved in th periods, thinking I it
> would go something like, say 100 days of data, day 13 the roc kicks in
> and the stdev would be for prev 13 days, next day would be for prev 14
> days then 15 etc. Entering the period as 2 has done excactly the same.
> Ive checked the calculation in excel. What Idont undestand is what is
> the period part telling the stdev to do.
> Regards Robert
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