Tim, the following should serve your purpose:
Index= Foreign("KSE-100","C");// Please replace "KSE-100" with your base Index
symbol
Periods=Param("period",20,20,200,10);// indicator plot period
//Plot(scALPHA(Index,C,periods),"ALPHA",colorBlue);
Plot(scBETA(Index,C,periods),"BETA",colorRed);// indicator plot
Filter = 1;
AddColumn(C, "Close", 1.2);
AddColumn(V, "Volume", 1.0);
AddColumn(scBETA(Index,C,20), "Beta-20", 1.2); // 20-periods beta
AddColumn(scBETA(Index,C,50), "Beta-50", 1.2); // 50-periods beta
AddColumn(scBETA(Index,C,100), "Beta-100", 1.2);//100-period beta
NOTE: for the indicator and exploration to work, you will to download the copy
this file to your amibroker plugin folder:
http://www.amibroker.org/3rdparty/Indicators.dll
From: Tim
Sent: Wednesday, October 22, 2008 1:07 AM
To: [email protected]
Subject: [amibroker] Re: VOLATILITY
Hello Mavirk,
Thank you for your kindness. I am looking for stocks that have a
high Beta relative to the TSX composite. The list of stocks I follow
trade the highest volume on the TSX but are not necessarily very
volatile. If I could scan for the most volatile and check their
volume, it would allow me to be in the largest trading stocks with
relatively high Beta.
These days all stocks are volatile...lol. This will settle down and
I'm looking to swing trade a few stocks which offer some opportunity.
Thank you again for your kindness and suggestion.
Kindest regards,
Tim
<<Emoticon41.gif>>
