Why not just use the Stdev function?
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com On 24/10/2007, Ara Kaloustian <[EMAIL PROTECTED]> wrote: > > Your filter statement needs to be changed. Use > > Filter =1; // This will pass all stocks > > ----- Original Message ----- > *From:* Conrad Smith <[EMAIL PROTECTED]> > *To:* Amibroker <amibroker@yahoogroups.com> > *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! > > >
