[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Standard Deviation as Trend Indicator?



PureBytes Links

Trading Reference Links

> Does anyone know how standard deviation can be utilized as a
> measure of trend? 

Alex Saitta and Michael Poulos had some articles on this in TASC.  A 
friend of mine pointed these out to me and did some followup research 
using the concepts.  I implemented a "Trend StdDev" indicator to play 
with the ideas in TS.

All this (including pointers to the TASC articles) is available at my 
FTP site, ftp://ftp.frii.com/pub/fritz .  Look for the files starting 
with "trend".

Before I get asked the same question again:  if you run the "Trend 
StdDev" indicator in TS, it WILL NOT plot anything useful on the 
chart.  It analyzes the trend data on the chart and PRINTS the 
results to the Print Log.  See the comments in the indicator for 
further information.

Gary