Nice resource. Thanks for sharing. Mike
--- In [email protected], "Lionel Issen" <lis...@...> wrote: > > Standard deviation is the measure of scatter of a group of data. A standard > deviation of 1 or 2 datum is meaningless. I don't think that there is any > adaptive standard deviation per se. > > > > If you look at a Bollinger Band the location of the upper and lower bands > are based on the standard deviation of the close for a given number of > intervals. > > > > You could develop a standard deviation where at each close the number of > datum used to calculate the standard deviation could depend on another > factor like volatility or volume or whatever you want to use. > > > > You can download a FREE book on statistics. Look up SticiGui. If you can't > find it, you can view a series of lectures on statistics at > http://webcast.berkeley.edu/course_details_new.php?seriesid=2009-D-87441 > <http://webcast.berkeley.edu/course_details_new.php?seriesid=2009-D-87441&se > mesterid=2009-D> &semesterid=2009-D > > > > Lionel Issen > > > > > > From: [email protected] [mailto:[email protected]] On Behalf > Of Rob > Sent: Wednesday, June 16, 2010 6:37 PM > To: [email protected] > Subject: [amibroker] Adaptive Standard Deviation > > > > > > Hi All, > > I'd like to code an adaptive standard deviation... I think I use the right > term. > > Lets pretend todays first interval is bar one, I'd like to calculate a > standard deviation for each bar based on the number of bars we've had so far > today. > > The StdDev() function clearly only takes a fixed period for it's > calculation. In this example the 'period' would increase by one each time we > get a new interval. > > Any ideas...? > > Am I going to have to use a loop and calculate it manually...? > > Thanks >
