RE: [amibroker] Re: Z Score ?

["Howard Bandy" <howardbandy@xxxxxxxxx>]

Hi Mr Valley –

 

I do use ZScore in a lot of my systems.  Do
you have a specific Tharp idea in mind?

 

Howard

 



-----Original Message-----
From: Mr Valley
[mailto:valleymj@xxxxxxxxxxx] 
Sent: Sunday, December 07, 2003
9:50 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: Z
Score ?

 



Thank you.





 





Has anyone done anything extensive with
say, combining Tharp, with Z Score?





 





Mr Valley





<span
>-----Original Message-----
From: the_chairmann
[mailto:jhart_1972@xxxxxxxxx]
Sent: Sunday, December 07, 2003
7:17 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Z Score ?

Here's the indicator formula:<font size=2
face="Courier New">

periods=20;
ZScore=(Close-MA(Close,20))/StDev(Close,20);
Plot (MA(ZScore,3), "Z-Score 3 Day
MA",6,4);
Plot (MA(MA(ZScore,3),5), "5 Day MA Z-Score
MA",5,4);

--- In amibroker@xxxxxxxxxxxxxxx, "Mr Valley"
<valleymj@xxxx> wrote:
> Has anyone coded Z Score Transformation
Exploration in .afl?
> 
>             
Score - Mean
>      Z = 
--------------------
>           
Std Deviation
> 
> Thanks,
> 
> Mr. Valley



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