That's damn close - they seem to do some sort of normalization of the numbers. Their numbers are range bound with 1.0 being the mean, and then standard deviations being .02 on either side - probably percentages is my guess.
http://www.indexindicators.com/charts/sp500-vs-sp500-20d-rsma-params-x-x-x/ So, one standard dev is 0.98, two is 0.96, etc. Brian - thank you so much for the help - this is great. --- In [email protected], "brian_z111" <[EMAIL PROTECTED]> wrote: > > This is the more useful version. > Not an emulation of theirs - that is too difficult without detailed > info. > > //P_FixedStDev > > Periods = 50; > difference = C - MA(C,Periods); > mean = MA(difference,Periods); > lvmean = LastValue(mean); > //sdmean = StDev(mean, Periods); > sddiff = StDev(difference,Periods); > top = LastValue(mean + sddiff); > bottom = LastValue(mean - sddiff); > > Plot(lvmean, _DEFAULT_NAME(),colorGreen,styleLeftAxisScale); > Plot(top, _DEFAULT_NAME(),colorGreen,styleLeftAxisScale); > Plot(bottom, _DEFAULT_NAME(),colorGreen,styleLeftAxisScale); > Plot(difference, _DEFAULT_NAME(),colorGreen,styleLeftAxisScale); > > I am sure it can be improved on with a better application of > detrending etc. > > brian_z > > > > > > > --- In [email protected], "brian_z111" <brian_z111@> wrote: > > > > I meant to say "you could have given us a better brief etc" > > > > They have a left scale and also the StDev is in standard units. > > > > You only see one line if you use montly charts (as they do). > > If you change to daily charts you will see 3 lines. > > > > Try this for leftscale: > > > > //P_FixedStDev > > > > Periods = 50; > > difference = C - MA(C,Periods); > > mean = MA(difference,Periods); > > lvmean = LastValue(mean); > > sdmean = StDev(mean, Periods); > > top = LastValue(mean + sdmean); > > bottom = LastValue(mean - sdmean); > > > > Plot(lvmean, _DEFAULT_NAME(),colorGreen,styleLeftAxisScale); > > Plot(top, _DEFAULT_NAME(),colorGreen,styleLeftAxisScale); > > Plot(bottom, _DEFAULT_NAME(),colorGreen,styleLeftAxisScale); > > Plot(difference, _DEFAULT_NAME(),colorGreen,styleLeftAxisScale); > > > > > > If you changeup the code to convert StDev to standard units you > will > > be there. > > > > brian_z > > > > > > --- In [email protected], "brian_z111" <brian_z111@> wrote: > > > > > > It's plotting the grey SD +_ lines as per your example. > > > > > > (You give us a better brief - just as well we are mind readers?) > > > > > > It looks like you want to subtract close from MA(C,50) and then > put > > > the SD over the top of that (substitute the difference for MA > (C,50) > > > in Bills (adapted) code. > > > > > > --- In [email protected], "droskill" <droskill@> wrote: > > > > > > > > Hmmm...once again, I'm not getting anything from this code. I > > just > > > > get a straight line going across. > > > > > > > > --- In [email protected], "brian_z111" <brian_z111@> > > wrote: > > > > > > > > > > //P_FixedStDev > > > > > > > > > > mean = MA(C,50); > > > > > lvmean = LastValue(mean); > > > > > sdmean = StDev(mean, 50); > > > > > top = LastValue(mean + sdmean); > > > > > bottom = LastValue(mean - sdmean); > > > > > > > > > > Plot(lvmean, _DEFAULT_NAME(),1,1); > > > > > Plot(top, _DEFAULT_NAME(),1,1); > > > > > Plot(bottom, _DEFAULT_NAME(),1,1); > > > > > > > > > > > > > > > --- In [email protected], "droskill" <droskill@> > wrote: > > > > > > > > > > > > That solves some of it - so that gives me the upper and > lower > > > lines > > > > > > (over the entire range of the stock - not sure about > that). > > > But I > > > > > > need the line that represents the current standard > deviation > > > from a > > > > > > 50d moving average. > > > > > > > > > > > > Appreciate the help though - it's a good start for me. > > > > > > > > > > > > --- In [email protected], "wavemechanic" > > <timesarrow@> > > > > > wrote: > > > > > > > > > > > > > > Something along these lines should work: > > > > > > > > > > > > > > mean = cum(c) / (barcount -1); > > > > > > > lvmean = lastvalue(mean); > > > > > > > sdmean = stdev(mean, barcount -1); > > > > > > > top = lastvalue(mean + sdmean); > > > > > > > bottom = lastvalue(mean - sdmean); > > > > > > > > > > > > > > plot(lvmean, ... > > > > > > > plot(top, ... > > > > > > > plot(bottom, ... > > > > > > > > > > > > > > Bill > > > > > > > > > > > > > > ----- Original Message ----- > > > > > > > From: "droskill" <droskill@> > > > > > > > To: <[email protected]> > > > > > > > Sent: Thursday, March 20, 2008 12:14 PM > > > > > > > Subject: [amibroker] Standard Deviation as an indicator > > > > > > > > > > > > > > > > > > > > > > Hey all - I'm trying to put together an indicator based > > on > > > > > Standard > > > > > > > > Deviation. The difference, from, say Bollinger Bands > in > > > this > > > > > case is > > > > > > > > that I want to show the Std Dev from a moving average > in > > > terms > > > > > of 1,2 > > > > > > > > and 3 standard deviations from mean, where mean is an N > > day > > > > > moving > > > > > > > > average. So, the mean would be represented by a > constant > > > > > straight > > > > > > > > line on a chart, and then a line would go up/down > around > > it. > > > > > > > > > > > > > > > > For an example, check this out: > > > > > > > > > > > > > > http://www.indexindicators.com/charts/sp500-vs-sp500-50d- > rsma- > > > > > params-3y-x-x/ > > > > > > > > > > > > > > > > I really don't know how to approach this - anybody have > > any > > > > > > > > thoughts/ideas? Or maybe someone has done it before > (or > > > it's > > > > > in AB > > > > > > > > already) and I just haven't found it. > > > > > > > > > > > > > > > > Thanks! > > > > > > > > > > > > > > > > > > > > > > > > ------------------------------------ > > > > > > > > > > > > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always > check > > > > > DEVLOG: > > > > > > > > http://www.amibroker.com/devlog/ > > > > > > > > > > > > > > > > For other support material please check also: > > > > > > > > http://www.amibroker.com/support.html > > > > > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > -- > > > > > > > > No virus found in this incoming message. > > > > > > > > Checked by AVG. > > > > > > > > Version: 7.5.519 / Virus Database: 269.21.7/1335 - > > Release > > > Date: > > > > > > 3/19/2008 9:54 AM > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >
