If your on line can you take a look at this for me please. I am trying to use the following formula:
(Math.Log(Close[0]/Close[Period]) / (StdDev((Math.Log(Close[0] / Close[1]),Period)*Math.Sqrt(Period))));
Should I be referencing the master instrument if I'm using StdDev or do I need to create a 'double' say named denominator or private data series of the 1st half of the denominator?
The 'Log' is the natural log, period and square root are self explanatory. I am trying to obtain the StdDev of the log value of the close of the current bar divided by the close of the last bar over the period (n bars). |Or the numerator is the log of the current bars close divided by the close 'n' bars ago (obvious) and the denominator should be the standard deviation of 'n' bars logarithmic changes * by the square root of 'n'.
Any ideas / suggestions gratefully received.
Thanks;
Ben.
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