Okay, so I used the Stdev function, but I'm still having difficulties
(surprise!).
If I set the date range on the exploration to just today, it returns nothing.
If I set the date range to the last 20 trading days, I get back multiple rows
for each ticker. Most of which are in the past.
How do I make it so that the exploration only returns the standard deviation
for today?
Thanks!
----- Original Message ----
From: Graham <[EMAIL PROTECTED]>
To: amibroker@yahoogroups.com
Sent: Tuesday, October 23, 2007 9:29:25 PM
Subject: Re: [amibroker] Standard Deviation
Why not just use the Stdev function?
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriti ng.com
On 24/10/2007, Ara Kaloustian <[EMAIL PROTECTED] com> wrote:
Your filter statement needs to be changed.
Use
Filter =1; // This will pass all
stocks
----- Original Message -----
From:
Conrad
Smith
To:
Amibroker
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!
<!--
#ygrp-mkp{
border:1px solid #d8d8d8;font-family:Arial;margin:14px 0px;padding:0px 14px;}
#ygrp-mkp hr{
border:1px solid #d8d8d8;}
#ygrp-mkp #hd{
color:#628c2a;font-size:85%;font-weight:bold;line-height:122%;margin:10px 0px;}
#ygrp-mkp #ads{
margin-bottom:10px;}
#ygrp-mkp .ad{
padding:0 0;}
#ygrp-mkp .ad a{
color:#0000ff;text-decoration:none;}
-->
<!--
#ygrp-sponsor #ygrp-lc{
font-family:Arial;}
#ygrp-sponsor #ygrp-lc #hd{
margin:10px 0px;font-weight:bold;font-size:78%;line-height:122%;}
#ygrp-sponsor #ygrp-lc .ad{
margin-bottom:10px;padding:0 0;}
-->
<!--
#ygrp-mlmsg {font-size:13px;font-family:arial, helvetica, clean, sans-serif;}
#ygrp-mlmsg table {font-size:inherit;font:100%;}
#ygrp-mlmsg select, input, textarea {font:99% arial, helvetica, clean,
sans-serif;}
#ygrp-mlmsg pre, code {font:115% monospace;}
#ygrp-mlmsg * {line-height:1.22em;}
#ygrp-text{
font-family:Georgia;
}
#ygrp-text p{
margin:0 0 1em 0;}
#ygrp-tpmsgs{
font-family:Arial;
clear:both;}
#ygrp-vitnav{
padding-top:10px;font-family:Verdana;font-size:77%;margin:0;}
#ygrp-vitnav a{
padding:0 1px;}
#ygrp-actbar{
clear:both;margin:25px 0;white-space:nowrap;color:#666;text-align:right;}
#ygrp-actbar .left{
float:left;white-space:nowrap;}
.bld{font-weight:bold;}
#ygrp-grft{
font-family:Verdana;font-size:77%;padding:15px 0;}
#ygrp-ft{
font-family:verdana;font-size:77%;border-top:1px solid #666;
padding:5px 0;
}
#ygrp-mlmsg #logo{
padding-bottom:10px;}
#ygrp-vital{
background-color:#e0ecee;margin-bottom:20px;padding:2px 0 8px 8px;}
#ygrp-vital #vithd{
font-size:77%;font-family:Verdana;font-weight:bold;color:#333;text-transform:uppercase;}
#ygrp-vital ul{
padding:0;margin:2px 0;}
#ygrp-vital ul li{
list-style-type:none;clear:both;border:1px solid #e0ecee;
}
#ygrp-vital ul li .ct{
font-weight:bold;color:#ff7900;float:right;width:2em;text-align:right;padding-right:.5em;}
#ygrp-vital ul li .cat{
font-weight:bold;}
#ygrp-vital a{
text-decoration:none;}
#ygrp-vital a:hover{
text-decoration:underline;}
#ygrp-sponsor #hd{
color:#999;font-size:77%;}
#ygrp-sponsor #ov{
padding:6px 13px;background-color:#e0ecee;margin-bottom:20px;}
#ygrp-sponsor #ov ul{
padding:0 0 0 8px;margin:0;}
#ygrp-sponsor #ov li{
list-style-type:square;padding:6px 0;font-size:77%;}
#ygrp-sponsor #ov li a{
text-decoration:none;font-size:130%;}
#ygrp-sponsor #nc{
background-color:#eee;margin-bottom:20px;padding:0 8px;}
#ygrp-sponsor .ad{
padding:8px 0;}
#ygrp-sponsor .ad #hd1{
font-family:Arial;font-weight:bold;color:#628c2a;font-size:100%;line-height:122%;}
#ygrp-sponsor .ad a{
text-decoration:none;}
#ygrp-sponsor .ad a:hover{
text-decoration:underline;}
#ygrp-sponsor .ad p{
margin:0;}
o{font-size:0;}
.MsoNormal{
margin:0 0 0 0;}
#ygrp-text tt{
font-size:120%;}
blockquote{margin:0 0 0 4px;}
.replbq{margin:4;}
-->
