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[EquisMetaStock Group] Re: Futures Mag Indicator - Std Dev in Volatility Oscillator Formula?



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Preston,

http://tinyurl.com/azwf6

Here's a link to a the RMBS chart. The middle chart is mine as I 
described earlier (w/o the std dev), the top is what I get w/your 
formula, which seems to be plotting the std dev but not the others. 
Also, the std dev is not the same as in the article's RMBS chart. I 
just copied and pasted your formula into Indicator Builder, this is 
what I have:

B:=C - Ref(C,-1);
X:=Mov(C,10,S);
Y:=Stdev(X,10);
Z:=ROC(Y,1,%);
Mov(B,5,S);
B; Z;

I think the author gives pretty specific instructions how to plot the 
indicator in Excel. I'll try to do that and post a chart so you can 
see how it looks.

Thanks again,
Harold


--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxxx> wrote:
>
> Harold,
> 
> You're almost there. In the example I gave B,X,Y, and Z are all 
> variables. The MA of the ROC is not and that is why it plots. You 
> just need to call the variables. If you want B and Z included in 
the 
> plot your indicator would look like this:
> 
> B:=C - Ref(C,-1);
> X:=Mov(C,10,S);
> Y:=Stdev(X,10);
> Z:=ROC(Y,1,%);
> Mov(B,5,S);
> B; Z;
> 
> 
> If the plot for Z doesn't match the article you may need to change 
> the lookback period of variable Y from 10 to 1.
> The way that I've written the indicator is crude and can be refined 
> quite a bit. Once You are sure of the plots let me know and we can 
> eliminate some of the variable and add inputs to allow the 
lookbacks 
> to be changed as parameters.
> 
> Preston





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