The problem is I don't know what FT does since I don't use FT except for the database itself.
--- In [email protected], Tim Gadd <[EMAIL PROTECTED]> wrote: > > So, you don't think that the AFL equivalent to setting > the Correlation Length to 5 over 250 days in FT would > be ... > > MA(Correlation(Array1,Array2,5),250)? > > Is my confusion becoming clearer? :) > > --- Fred <[EMAIL PROTECTED]> wrote: > > > 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 > > <timgadd@> 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 <ftonetti@> 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 > > > > > > > > > > > > > > > > > > __________________________________________________ > Do You Yahoo!? > Tired of spam? Yahoo! Mail has the best spam protection around > http://mail.yahoo.com > ------------------------ Yahoo! Groups Sponsor --------------------~--> GFT Forex Trading Accounts As low as $250 with up to 400:1 Leverage. Free Demo. http://us.click.yahoo.com/lpv1TA/jlQNAA/U1CZAA/GHeqlB/TM --------------------------------------------------------------------~-> 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/
