Tim, I can't comment on what FT does internally ... But assuming that it is as described i.e. a 50 bar standard deviation then
StDev(C, 50) As far as your other question goes ... pole control is separate from indicator formulae ... --- In [email protected], Tim Gadd <[EMAIL PROTECTED]> wrote: > > Hi Fred, > > Still confused (not uncommon, I'm afraid). > > Which version - StDev(Close,50) or > MA(StDev(Close,1),50) is used by FastTrack to > calculate a 50-period standard deviation? > > Also, assuming that the algorithm for calculating > correlation is the same between FastTrack and > Amibroker (not sure that it is), what would be the AFL > equivalent of setting the Correlation Length in Days > to 5 with 250 periods displayed between the poles in > FastTrack? > > Thanks a lot. > > --- Fred <[EMAIL PROTECTED]> wrote: > > > StDev(Close,50) is the Standard Deviation of close > > of 50 bars > > > > MA(StDev(Close,1),50)is the 50 bar MA of the > > standard deviation of > > the close of 1 bar. > > > > --- In [email protected], "timgadd" > > <timgadd@> wrote: > > > > > > I need to get something straight about the way the > > some of the > > > statistical functions are calculated. I hope the > > explanation of > > what I > > > am trying to understand is not confused by my lack > > of > > understanding. :() > > > > > > For example, > > Correlation(Close,Foreign("NDX","Close"),250) ... > > > > > > Is each value returned from this function the > > 250-bar average of a > > > correlation value that is calculated between each > > bar of the two > > input > > > arrays? Or does each value of the resulting array > > represent how > > two 250- > > > period regression lines (or some other smoothing) > > are correlated? > > > > > > Likewise, is StDev(Close,50) a 50-bar average of > > the dispersion of > > each > > > value in the array? Put differently, what is the > > difference > > between ... > > > > > > StDev(Close,50) and MA(StDev(Close,1),50)? > > > > > > Thanks > > > > > > > > > > > > > > > > > > __________________________________________________ > Do You Yahoo!? > Tired of spam? Yahoo! Mail has the best spam protection around > http://mail.yahoo.com > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
