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Re: Volatility Measurements



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Inserting the close made it verify - which was exciting, but the results
weren't what I was looking for.  The plot didn't start until the end of
a seven-day, one-minute chart (lots of max bars back).
What I'm trying to do is see is what two standard deviations of the
Vidya (moving average) looks like.  This code may be closer to the first
code, but it still won't verify . . . help?
{Indicator}
Inputs: Length(34),Smooth(13),StdDevUp(2),StdDevDn(-2);
Value1=Vidya(Length,Smooth);
If Value1>0 then begin
Plot1(Vidya(Length,Smooth),"Vidya");
Plot2(Vidya(Length,Smooth)+(StdDevUp*StdDev(Value1)),"VidyaHi");
Plot3(Vidya(Length,Smooth)-(StdDevDn*StdDev(Value1)),"VidyaLo");
end;
{Vidya is built in as a function}

-----Original Message-----
From: Peter Gibson <Peter_Gibson@xxxxxxxxxxxxxx>
To: David Powell <dwpowell@xxxxxxxxxxxxxxxx>; omega-list@xxxxxxxxxx
<omega-list@xxxxxxxxxx>
Date: Monday, October 05, 1998 2:04 PM
Subject: Re: Volatility Measurements


:try inserting the close as per following code:
:
:{Indicator}
:Inputs: Length(34),Smooth(13),StdDevUp(2),StdDevDn(-2);
:
:Plot1(BollingerBand(Close,Vidya(Length,Smooth),StdDevUp),"BollTop");
:Plot2(BollingerBand(Close,Vidya(Length,Smooth),StdDevDn),"BollBot");
:
:-----Original Message-----
:From: David Powell <dwpowell@xxxxxxxxxxxxxxxx>
:To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
:Date: October 5, 1998 1:43 PM
:Subject: Volatility Measurements
:
:
:>I am trying to come up with a choppy vs. trend measurement.
:>One of my rabbit trails has me trying to put Bollinger Bands on a
VIDYA.
:>I figure when they blow up, the market is beginning a trend and when
:>they contract, the market is beginning a congestion.  The problem is I
:>can't get the code (see below) to verify.
:>Any help would be greatly appreciated.  If anyone has a better idea,
:>please, I'd love to hear it . . . my mind is turning to mush.
:>-David
:>{Indicator}
:>Inputs: Length(34),Smooth(13),StdDevUp(2),StdDevDn(-2);
:>
:>Plot1(BollingerBand(Vidya(Length,Smooth),StdDevUp),"BollTop");
:>Plot2(BollingerBand(Vidya(Length,Smooth),StdDevDn),"BollBot");
:>{I have Vidya as a function}
:>
:>
:>
:>
: