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Old 07-24-2007, 10:20 PM
Dogpile Dogpile is offline
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Re: Trading with Market Statistics. IV Standard Deviation

<<Are you using the VWAP that is on tradestation boards ? and from there on aplying sd ?...>>

VWAP_H is the code I am using -- Tradestation has this as a keyword. indicator can be written simply as:

plot1(vwap_h,"vwap");

--------------

here is how I wrote Std Dev:

first taking the squared difference of 'price' and VWAP_H and summing them:

value1=
square(c-vwap_h)+
square(c[2]-vwap_h[2])+...

then taking square root of value1 gives you std dev, written in EL as:
value2=squareroot(value1/n);

where n is the number of periods...

I just put it up on the tradestation forum to try to get some help:

https://www.tradestation.com/Discuss...Topic_ID=66888

any help here would be appreciated...


Last edited by Dogpile; 07-24-2007 at 10:24 PM.
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