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[EquisMetaStock Group] Re: Futures Mag Indicator - Std Dev in Volatility Oscillator Formula?



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Harold,

Its there but the scale is so great for the std dev that you can't 
see the roc and the ma. Zoom in and you will see them or remove the Z 
variable ands plot it in another window. 

As far as the error, the minimum std dev is 2 which I should have 
related. 

I still don't have my November edition of the mag so I'm shooting in 
the blind here. If you can send anything else from the article maybe 
it would help. Maybe the excel formula.

Preston



--- In equismetastock@xxxxxxxxxxxxxxx, "hcour" <halcour@xxxx> wrote:
>
> Preston,
> 
> http://tinyurl.com/azwf6
> 
> Here's a link to a the RMBS chart. The middle chart is mine as I 
> described earlier (w/o the std dev), the top is what I get w/your 
> formula, which seems to be plotting the std dev but not the others. 
> Also, the std dev is not the same as in the article's RMBS chart. I 
> just copied and pasted your formula into Indicator Builder, this is 
> what I have:
> 
> B:=C - Ref(C,-1);
> X:=Mov(C,10,S);
> Y:=Stdev(X,10);
> Z:=ROC(Y,1,%);
> Mov(B,5,S);
> B; Z;
> 
> I think the author gives pretty specific instructions how to plot 
the 
> indicator in Excel. I'll try to do that and post a chart so you can 
> see how it looks.
> 
> Thanks again,
> Harold
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxxx> 
wrote:
> >
> > Harold,
> > 
> > You're almost there. In the example I gave B,X,Y, and Z are all 
> > variables. The MA of the ROC is not and that is why it plots. You 
> > just need to call the variables. If you want B and Z included in 
> the 
> > plot your indicator would look like this:
> > 
> > B:=C - Ref(C,-1);
> > X:=Mov(C,10,S);
> > Y:=Stdev(X,10);
> > Z:=ROC(Y,1,%);
> > Mov(B,5,S);
> > B; Z;
> > 
> > 
> > If the plot for Z doesn't match the article you may need to 
change 
> > the lookback period of variable Y from 10 to 1.
> > The way that I've written the indicator is crude and can be 
refined 
> > quite a bit. Once You are sure of the plots let me know and we 
can 
> > eliminate some of the variable and add inputs to allow the 
> lookbacks 
> > to be changed as parameters.
> > 
> > Preston
>






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