Gold Customer
Joined: 12/16/2013 Posts: 7
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Hi
I need some help, if doable, in TC2000, tryin gto calculate the ratio of today's retun/yesterday's 20 day std deviation of return?
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Calculate daily returns as: return = today's close / yesterday's close - 1
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Calculate standard deviation of daily returns over a 20 day window. In quasi-Excel langauge:: stdev = stdev(returns, 20)
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Calculate today's sigma spike: SigmaSpike = today's return / yesterday's stdev
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Please try the following indicator formula.
(C / C1 - 1) / SQR(ABS(SUM((C1 / C2 - 1) ^ 2, 20)- 20 * AVG(C1 / C2 - 1, 20) ^ 2) / 20)
-Bruce Personal Criteria Formulas TC2000 Support Articles
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