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Registered User
Joined: 5/29/2014
Posts: 26
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I am trying to write a PCF of 30 period Standard Deviation of the Current periods % change. Where am I wrong?
Thx, Rod
100 * SQR(ABS((C / C1) ^ 2 + (C1 / C2) ^ 2 + (C2 / C3) ^ 2 + (C3 / C4) ^ 2 + (C4 / C5) ^ 2 + (C5 / C6) ^ 2 + (C6 / C7) ^ 2 + (C7 / C8) ^ 2 + (C8 / C9) ^ 2 + (C9 / C10) ^ 2 + (C10 / C11) ^ 2 + (C11 / C12) ^ 2 + (C12 / C13) ^ 2 + (C13 / C14) ^ 2 + (C14 / C15) ^ 2 + (C15 / C16) ^ 2 + (C16 / C17) ^ 2 + (C17 / C18) ^ 2 + (C18 / C19) ^ 2 + (C19 / C20) ^ 2 + (C20 / C21) ^ 2 + (C21 / C22) ^ 2 + (C22 / C23) ^ 2 + (C23 / C24) ^ 2 + (C24 / C25) ^ 2 + (C25 / C26) ^ 2 + (C26 / C27) ^ 2 + (C27 / C28) ^ 2 + (C28 / C29) ^ 2 + (C29 / C30) ^ 2 - (C / C1 + C1 / C2 + C2 / C3 + C3 / C4 + C4 / C5 + C5 / C6 + C6 / C7 + C7 / C8 + C8 / C9 + C9 / C10 + C10 / C11 + C11 / C12 + C12 / C13 + C13 / C14 + C14 / C15 + C15 / C16 + C16 / C17 + C17 / C18 + C18 / C19 + C19 / C20 + C20 / C21 + C21 / C22 + C22 / C23 + C23 / C24 + C24 / C25 + C25 / C26 + C26 / C27 + C27 / C28 + C28 / C29 + C29 / C30) ^ 2 / 30) / 6
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Not quite sure what the / 6 is for at the end of your formula. The parantheses also appear to be mis-matched.
The 30-period standard deviation of 1-period percent change could be written as:
100 * SQR(ABS((C / C1) ^ 2 + (C1 / C2) ^ 2 + (C2 / C3) ^ 2 + (C3 / C4) ^ 2 + (C4 / C5) ^ 2 + (C5 / C6) ^ 2 + (C6 / C7) ^ 2 + (C7 / C8) ^ 2 + (C8 / C9) ^ 2 + (C9 / C10) ^ 2 + (C10 / C11) ^ 2 + (C11 / C12) ^ 2 + (C12 / C13) ^ 2 + (C13 / C14) ^ 2 + (C14 / C15) ^ 2 + (C15 / C16) ^ 2 + (C16 / C17) ^ 2 + (C17 / C18) ^ 2 + (C18 / C19) ^ 2 + (C19 / C20) ^ 2 + (C20 / C21) ^ 2 + (C21 / C22) ^ 2 + (C22 / C23) ^ 2 + (C23 / C24) ^ 2 + (C24 / C25) ^ 2 + (C25 / C26) ^ 2 + (C26 / C27) ^ 2 + (C27 / C28) ^ 2 + (C28 / C29) ^ 2 + (C29 / C30) ^ 2 - (C / C1 + C1 / C2 + C2 / C3 + C3 / C4 + C4 / C5 + C5 / C6 + C6 / C7 + C7 / C8 + C8 / C9 + C9 / C10 + C10 / C11 + C11 / C12 + C12 / C13 + C13 / C14 + C14 / C15 + C15 / C16 + C16 / C17 + C17 / C18 + C18 / C19 + C19 / C20 + C20 / C21 + C21 / C22 + C22 / C23 + C23 / C24 + C24 / C25 + C25 / C26 + C26 / C27 + C27 / C28 + C28 / C29 + C29 / C30) ^ 2 / 30) / 30)
Coefficient of Variation
-Bruce
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Registered User
Joined: 5/29/2014
Posts: 26
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Thank you Bruce!
It amazes me how I was blind to the simplest and obvious thing. I spent a lot of time trying to see but I guess failed to look at the very end.
Have a geat day!
Rod
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome.
-Bruce
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