I downloaded the files into my home directory

The code seems to run ok

What is it you want to plot?

When I run volatility I get one number
  rho_squared
1450.76
NB. what does this number tell me

NB. running sybd
  load '/home/bh/sybd.ijs'

  rho_squared
3.49929

I ran this is in jw and it runs fine if you remove the echo

To plot you do

load'plot'
  plot open
  plot high
  plot low
  plot close
  plot ? NB. add rho_squared to plot ??


2007/6/23, Elmer Fittery <[EMAIL PROTECTED]>:

there are two files attached to this email.

The file "volatility.ijs' containing the code that impliments the xxxx
algorithm found at:

The file "sybd.ijs' which has open/high/low/close data for the stock
with the symbol sybd.

To run the code, put the two files in any directory then do a jconsole.

After that all you have to do is "load 'volatility.ijs'"

If the line that loads 'sybd.ijs' found on line X of the
'volatility.ijs' file is commented out, the small sample of bogus
open/close/high/low data will be used to calculate the volatility value
calculated.  Otherwise, the 3 months of SYBD's data will be used.

Any comments on the code would be appreciated.

My direction is to be able to plot a moving average of volatility.  The
idea is that if the volatility of a stock changes you should look at
that stock as a potential buy/short.

Anyhow, enjoy.

If you have any trouble, with loading and running the code, let me know.

:-)

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Björn Helgason, Verkfræðingur
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Landslags og skrúðgarðagerð, gröfuþjónusta
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