Write your own Std Dev formula... easy.
--- In [email protected], "aaryan111" <aaryan...@...> wrote:
>
> Thanx Tomasz For your input.
>
> If stdev isnt accepting variable periods, How can I find
> a stdev of say, last 45 Minutes, from the current bar ?
>
> If i change periodicty using timeframe functions or change periodicity in
> settings in AA window, it will most likely give me results either of future
> or previous stdev 45 minute bar.
>
> Regards..
>
>
>
> --- In [email protected], Tomasz Janeczko <groups@> wrote:
> >
> > Hello,
> >
> > It is old, known fact. Some functions accept variable periods. Documented
> > in the manual:
> >
> > http://www.amibroker.com/guide/a_varperiods.html
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> >
> > On 2010-07-15 08:12, Mike wrote:
> > > Interesting. I ran a quick test and it seems to suggest that Sum does in
> > > fact take an array as second argument, contrary to expectations.
> > >
> > > It would appear that you are correct, with respect to Sum. Though it is
> > > not always the case that a function with a "periods" argument will accept
> > > an array. For those that don't, you will have to find another approach.
> > >
> > > Here's my test:
> > >
> > > Test = Sum(1, Cum(1));
> > > Fixed = Sum(1, 5);
> > >
> > > Plot(Test, "Test", colorRed, styleLine);
> > > Plot(Fixed, "Fixed", colorBlue, styleLine);
> > > Title = "Bar: " + BarIndex() + ", Test: " + Test + ", Fixed: " + Fixed;
> > >
> > > If Sum did not accept an array, but was instead substituting some fixed
> > > number (e.g. last element of the array), then both Plots should result in
> > > flat lines. However, the test clearly shows that the Test plot rises at a
> > > 45 degree angle indicating that the period is different at each bar.
> > > Compare that to the Fixed plot which is constant at a level of 5.
> > >
> > > Mike
> > >
> > > --- In [email protected], "aaryan111"<aaryan111@> wrote:
> > >> I guess, sum() is behaving the ideal way :),
> > >>
> > >> The most important thing here is,
> > >> AMIBROKER being an array processing language, calculates all the
> > >> elements of array , but at any given active bar, it fetches the current
> > >> value from the whole arry index and shows it to us,Presumably using some
> > >> barindex kind of mechanism internally.
> > >>
> > >> When we put close, open or any array in any afl , like ((close + open +
> > >> High + Low )/4= MAVG),amibroker produces output based on the current
> > >> value of that array, we dont need to specify current index of that array
> > >> (scalar value) to get output at any current bar,it manages it intenally.
> > >>
> > >> Here its impotant to not that, its IRRELEVANT if we use array in a
> > >> Function or simply put it in any statement in afl, it fetches a scalar
> > >> value out of that produced array to show it to us.
> > >>
> > >> when I put SUm(close,Barssince()) It ideally fetches the current element
> > >> of BarsSince array and place it over ther.
> > >>
> > >> This is the ideal way. Sum() is behaving the IDEAL way.
> > >> infact every other function,
> > >> let it be ,
> > >> MA(Close,BarsSince(TimeNum()< 093000));
> > >> or any other function, having Periods, as a second argument.
> > >>
> > >> While in Stdev(),it simply goes against the normal behaviour.
> > >> it should infact, in MUST , point to the current active element of the
> > >> Barssince(), let it be a 0 or any other value, its irrelevant, its still
> > >> a scalar.
> > >> and it simply doesnt do that!.
> > >>
> > >> i think i have made my point clear now.
> > >>
> > >> Wave : Lastvalue() will surely fetch the last element of the array, but
> > >> i cant use it while testing it offline, i will get all future values of
> > >> that array, its all fine if i have to use it while online updation.
> > >>
> > >>
> > >>
> > >> Regards...
> > >>
> > >>
> > >> --- In [email protected], "wavemechanic"<olesmithy@> wrote:
> > >>> I'm fairly sure that the only way you will get StDev() to accept
> > >>> BarsSince() in the 2nd argument without complaining is to force the
> > >>> return of a number by use of LastValue() or SelectedValue(). I don't
> > >>> know why Sum() is not complaining when BarsSince() is used.
> > >>>
> > >>> In the Sum() case, I think that BarsSince( TimeNum ... ) is returning a
> > >>> constant array based on the bar you select, including the last bar if
> > >>> no bar is selected. If so, that would work OK but does not explain why
> > >>> StDev() does not work.
> > >>>
> > >>> For Sum(), if you replace TimeNum() with another array generator, for
> > >>> example, MA( C, 13 ) == ...., Sum() still does not complain but
> > >>> BarsSince() returns 0 (I believe) and, hence, Sum() is 0.
> > >>>
> > >>> You might have stumbled onto a unique situation but I would not assume
> > >>> that it can be generalized and would always go for ensuring the return
> > >>> of a number from the 2nd argument whether or not the above is correct.
> > >>>
> > >>> Bill
> > >>> ----- Original Message -----
> > >>> From: aaryan111
> > >>> To: [email protected]
> > >>> Sent: July 14, 2010 3:08 PM
> > >>> Subject: [amibroker] Re: Sum and Stdev , wierd behaviour of stdev
> > >>>
> > >>>
> > >>> Hi , thanx for the feedback wave.
> > >>> its Syntax is basically to put Period as 2nd argument.
> > >>> When u put an array in SUM() as 2nd argument, it will take the
> > >>> corresponding scalar frm that array and apply it as a filter.
> > >>>
> > >>> i have successfully executed this
> > >>>
> > >>> Sum(Close,BarsSince(TimeNum()>092400));
> > >>>
> > >>> regards
> > >>>
> > >>>
> > >>> --- In [email protected], "wavemechanic"<olesmithy@> wrote:
> > >>> >
> > >>> > Neither takes array as 2nd. See syntax in Users Guide.
> > >>> > ----- Original Message -----
> > >>> > From: aaryan111
> > >>> > To: [email protected]
> > >>> > Sent: July 12, 2010 3:41 PM
> > >>> > Subject: [amibroker] Sum and Stdev , wierd behaviour of stdev
> > >>> >
> > >>> >
> > >>> > Hi Everybody,
> > >>> >
> > >>> > Both Sum() and Stdev() Functions Have same Arguments
> > >>> Structure.but when i put
> > >>> > Sum(Close,BarsSince(TimeNum()>092400))
> > >>> > it executes successfully,while
> > >>> > Stdev(Close,BarsSince(TimeNum()>092400))
> > >>> > gives a warning " Function Expects Different type of argument
> > >>> here " .
> > >>> >
> > >>> > as far as i understand , both can take array as 2nd argument
> > >>> and amibroker will automatically fetch the current running index value
> > >>> of that array as the 2nd argument, same as it does with other functions.
> > >>> >
> > >>> > one can put any other function returning array like barindex()
> > >>> in 2nd argument , result will be same.
> > >>> >
> > >>> > Any suggestions??
> > >>> >
> > >>> > Regards,
> > >>> >
> > >>> >
> > >>> >
> > >>> > ------------------------------------
> > >>> >
> > >>> > **** IMPORTANT PLEASE READ ****
> > >>> > This group is for the discussion between users only.
> > >>> > This is *NOT* technical support channel.
> > >>> >
> > >>> > TO GET TECHNICAL SUPPORT send an e-mail directly to
> > >>> > SUPPORT {at} amibroker.com
> > >>> >
> > >>> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > >>> > http://www.amibroker.com/feedback/
> > >>> > (submissions sent via other channels won't be considered)
> > >>> >
> > >>> > For NEW RELEASE ANNOUNCEMENTS and other news always check
> > >>> DEVLOG:
> > >>> > http://www.amibroker.com/devlog/
> > >>> >
> > >>> > Yahoo! Groups Links
> > >>> >
> > >>>
> > >>>
> > >>>
> > >>>
> > >>> ------------------------------------
> > >>>
> > >>> **** IMPORTANT PLEASE READ ****
> > >>> This group is for the discussion between users only.
> > >>> This is *NOT* technical support channel.
> > >>>
> > >>> TO GET TECHNICAL SUPPORT send an e-mail directly to
> > >>> SUPPORT {at} amibroker.com
> > >>>
> > >>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > >>> http://www.amibroker.com/feedback/
> > >>> (submissions sent via other channels won't be considered)
> > >>>
> > >>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > >>> http://www.amibroker.com/devlog/
> > >>>
> > >>> Yahoo! Groups Links
> > >>>
> > >
> > >
> > >
> > > ------------------------------------
> > >
> > > **** IMPORTANT PLEASE READ ****
> > > This group is for the discussion between users only.
> > > This is *NOT* technical support channel.
> > >
> > > TO GET TECHNICAL SUPPORT send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > > http://www.amibroker.com/feedback/
> > > (submissions sent via other channels won't be considered)
> > >
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > http://www.amibroker.com/devlog/
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> >
>
