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Profile: Flava
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User Name: Flava
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Joined: Tuesday, May 31, 2011
Last Visit: Monday, November 14, 2011 1:47:16 AM
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Topic: 20-Day Historical Volatility PCF
Posted: Saturday, October 15, 2011 12:18:10 PM
I have been creating a PCF to follow 20-Day Historical Volatility and I have a few questions:1) Is there a way to create variables so that I don't have to write out the formula for the mean average 20 times? That would help to keep the PCF cleaner.2) The Volatility numbers that I'm getting resemble figures I'm getting out of Excel, but do not match exactly. The calculations in the PCF are always a few points off. Is there a limitation in the PCFs regarding how far past the decimal point the calculations go? (The natural logs of the close to close price changes in my formula go out many places beyond the decimal point.) If that is the problem, is there any way to work around that in order to get exact figures? 3) Are there any shortcuts in the notation for standard deviation or variance? Something like: STDEV(), as it is in Excel?I am using TC2000 v.12Thank you so much for your help!