Re: [amibroker] Standard Deviation

[Ara Kaloustian]

Conrad, try Filter = DateNum() == LastValue(DateNum());

This should only allow the last bar values to get through.
  ----- Original Message ----- 
  From: Conrad Smith 
  To: amibroker@yahoogroups.com 
  Sent: Tuesday, October 23, 2007 8:45 PM
  Subject: Re: [amibroker] Standard Deviation


  Okay, so I used the Stdev function, but I'm still having difficulties 
(surprise!).

  If I set the date range on the exploration to just today, it returns nothing. 
 If I set the date range to the last 20 trading days, I get back multiple rows 
for each ticker.  Most of which are in the past.

  How do I make it so that the exploration only returns the standard deviation 
for today?

  Thanks!


  ----- Original Message ----
  From: Graham <[EMAIL PROTECTED]>
  To: amibroker@yahoogroups.com
  Sent: Tuesday, October 23, 2007 9:29:25 PM
  Subject: Re: [amibroker] Standard Deviation


  Why not just use the Stdev function?



  -- 
  Cheers
  Graham Kav
  AFL Writing Service
  http://www.aflwriti ng.com 



  On 24/10/2007, Ara Kaloustian <[EMAIL PROTECTED] com> wrote:
    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!