Conard --
BTW, your statement "for( i = 0; i > Period; i++ )" should be "for( i =
0; i *<* Period; i++ )". Otherwise whatever is in the following {} will
never happen.
-- Keith
Graham wrote:
Use
SqDev = StDev(C,20);
Filter = 1;
AddColumn( SqDev, "Standard Dev");
then you control what is explored (symbols, bars) in the analysis window
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com <http://www.aflwriting.com>
On 24/10/2007, *Conrad Smith* <[EMAIL PROTECTED]
<mailto:[EMAIL PROTECTED]>> wrote:
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] <mailto:[EMAIL PROTECTED]>>
To: [email protected] <mailto:[email protected]>
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 <http://www.aflwriting.com>
On 24/10/2007, *Ara Kaloustian* < [EMAIL PROTECTED] com
<mailto:[EMAIL PROTECTED]>> wrote:
Your filter statement needs to be changed. Use
Filter =1; // This will pass all stocks
----- Original Message -----
*From:* Conrad Smith <mailto:[EMAIL PROTECTED]>
*To:* Amibroker <mailto:[email protected]>
*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!
