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Ivo,
the $std function is simply standard deviation function for any series.
the xaverage.v function is exponential average for any series provided
by Bob Fulks, thanks Bob.
here is the text for those:
{ $STD }
inputs: series (numericseries),
lookback (numericsimple);
vars: sumsqr ( 0 ),
avg ( 0 ),
counter ( 0 );
if lookback <> 0 then begin
avg = average( series, lookback );
sumsqr = 0;
for counter = 0 to lookback - 1 begin
sumsqr = sumsqr + ( series[counter] - avg ) * ( series[counter] - avg );
end;
$STD = squareroot( sumsqr / lookback );
end
else
$STD = 0;
{ *******************************************************************
Study : XAverage.V
Last Edit : 11/2/96
Provided By : Bob Fulks
Description : This is a recoding of the XAverage function as a
"simple function" rather than as a "series function". For
correct results it must be evaluated on every bar, as is
normal for Omega simple functions.
********************************************************************}
inputs : Price(NumericSeries), Length(NumericSimple);
vars : Factor(0), XLast(0);
if Length + 1 <> 0 then begin
if CurrentBar <= 1 then begin
Factor = 2 / (Length + 1);
XAverage.V = Price;
XLast = Price;
end
else begin
Value1 = Factor * Price + (1 - Factor) * XLast;
XAverage.V = Value1;
XLast = Value1;
end;
end;
> OK, function question for TS 6 users. When I verify this in 2000, the
> following 2 words/functions are not understood by the EL Editor:
>
> $std (line 110)
> xaverage.v (line 331)
>
> What are these? Standard Deviation? And the second one? Exponential
> average of what?
>
> Ivo
>
>
> -----Original Message-----
> From: Bilo Selhi [mailto:biloselhi@xxxxxxxxxxx]
> Sent: Monday, December 17, 2001 3:03 AM
> To: Omega List; systems-only@xxxxxxxxxxxxx
> Subject: RISK Models Toolbox Uploaded to...
>
> risk toolbox is now available on
> www.traders2traders.com
> under "what's new"
> no need to metoo anymore.
> do need to comment more.
> bilo.
>
>
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