Re: [amibroker] Standard Deviation

[Ara Kaloustian]

Your filter statement needs to be changed. Use

Filter =1;  // This will pass all stocks
  ----- Original Message ----- 
  From: Conrad Smith 
  To: Amibroker 
  Sent: Tuesday, October 23, 2007 7:41 PM
  Subject: [amibroker] Standard Deviation


  Hi guys,

  I'm trying to get the standard deviation for each stocks.  So far I have the 
following, but nothing comes back in the exploration.

  Period = 20;
  CloseTotal = Close[0];
  CloseMean[0] = Close[0];
  SumDeviation = 0;
  SqDev = 0;

  for( i = 0; i > Period; i++ )
  {
      CloseTotal = CloseTotal + Close[i];
      CloseMean[i] = Close[(i * -1)];
  }

  Mean = CloseTotal / Period;

  for( i = 0; i > Period; i++ )
  {
      CloseMean[i] = Close[i] - Mean;
  }

  for( i = 0; i > Period; i++ )
  {
      CloseMean[i] = CloseMean[i] * CloseMean[i];
  }

  for( i = 0; i > Period; i++ )
  {
      SumDeviation = SumDeviation + sqrt(CloseMean[i]);
  }

  SqDev = SumDeviation / (Period - 1);
  SqDev = sqrt(SqDev);

  Filter  =  SqDev;

  AddColumn( SqDev, "Standard Dev");


  Thanks for any help!