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Cheers,
Richard
----- Original Message -----
From: Anthony Faragasso
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, April 28, 2002 6:49 PM
Subject: Re: [amibroker] Measure a stocks' volatility with AB ?
Hello, Derek,
I don't know if this is what your are looking for, but this is what I
use for volatility:
pds=20;//Set your time period
Graph0 = StDev(log(C/Ref(C,-1)),pds)*sqrt(365)*100;
Anthony
dereklebrun wrote:
> Hi is there any technical analysis way to measure a stock's price
> volatility in AB ?
> If yes, how ?
>
> Thanks,
> Derek
>
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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<DIV><FONT face=Arial size=2>Anthony, I suspect you should use sqrt(260), the
common number of bars/year, instead of sqrt(365). The result will agree
with published results, for instance on McMillan's site. I took the libertyof
attaching the indicator I use if you have the nerve to open it with all the
virus running around.</FONT></DIV><FONT face=Arial size=2>
<DIV><BR>Cheers,</DIV>
<DIV> </DIV>
<DIV>Richard</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV>----- Original Message ----- </DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Anthony Faragasso
</DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Sunday, April 28, 2002 6:49
PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: [amibroker] Measure a
stocks' volatility with AB ?</DIV>
<DIV><BR></DIV><TT>Hello, Derek,<BR><BR>I don't know if this is what yourare
looking for, but this is what I<BR>use for volatility:<BR><BR>pds=20;//Set
your time period<BR>Graph0 =
StDev(log(C/Ref(C,-1)),pds)*sqrt(365)*100;<BR><BR>Anthony<BR><BR><BR><BR>dereklebrun
wrote:<BR><BR>> Hi is there any technical analysis way to measure a
stock's price<BR>> volatility in AB ?<BR>> If yes, how ?<BR>><BR>>
Thanks,<BR>> Derek<BR>><BR>><BR>> Your use of Yahoo! Groups is
subject to the Yahoo! Terms of Service.<BR><BR></TT><BR><TT>Your use of Yahoo!
Groups is subject to the <A href="http://docs.yahoo.com/info/terms/";>Yahoo!
Terms of Service</A>.</TT> <BR></BLOCKQUOTE></BODY></HTML>
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