[amibroker] Trying to plot historical volatility with AFL

2009-11-13 Thread Potato Soup
I'm trying to plot the 30 day historical volatility of the S&P 500, using the following AFL on a daily chart with around 2 years of end of day prices for the S&P 500: Plot(StDev(Close, 30),"Historical Volatility", colorOrange,styleLine); However when I look at the values, they appear to be a bi

RE: [amibroker] Trying to plot historical volatility with AFL

2009-11-14 Thread Joris Schuller
to Soup Sent: Friday, November 13, 2009 9:27 PM To: amibroker@yahoogroups.com Subject: [amibroker] Trying to plot historical volatility with AFL I'm trying to plot the 30 day historical volatility of the S&P 500, using the following AFL on a daily chart with around 2 years of

Re: [amibroker] Trying to plot historical volatility with AFL

2009-11-14 Thread wavemechanic
, 2009 10:27 PM Subject: [amibroker] Trying to plot historical volatility with AFL I'm trying to plot the 30 day historical volatility of the S&P 500, using the following AFL on a daily chart with around 2 years of end of day prices for the S&P 500: Plot(StDev(Close, 30