StockFetcher Forums · Filter Exchange · standard deviation of a custom indicator<< >>Post Follow-up
kisacik
7 posts
msg #51318
Ignore kisacik
4/25/2007 5:47:13 AM

I am trying to design a custom indicator and find the standard deviations of it from a moving average. For simplicity, I used the closing price instead of my custom indicator that I called "foo". The below example works, but is there a simpler way like StdDev(foo, 20, 1) to get the result quickly with less typing?

set {foo, close}
set {foo2, foo * foo}
set {ave, CMA(foo, 30)}
set {ave2, ave * ave}
set {cum_ave, 30 * ave}
set {cum_ave2, 30 * ave2}
set {cum_foo2, sum(foo2, 30)}
set {cum_cross, sum(foo, 30) * ave}
set {cum_2cross, 2 * cum_cross}
set {sum1, cum_ave2 + cum_foo2}
set {sum2, sum1 - cum_2cross}
set {dev2, sum2 / 30}
set {std_dev, sqrt(dev2)}

close is between 100 and 101
and draw std_dev
and draw standard deviation(30, 1)


kisacik
7 posts
msg #51319
Ignore kisacik
modified
4/25/2007 6:10:45 AM

The function cstddev(foo, 30) does this apparently, not in the documentation though, it is in the Q&A help pages. I am yet to find how to modify the smoothing parameter, by default it is 7. So, cstddev(foo, 30) is the same as standard deviation(foo, 30, 7). So...

and draw cstddev(foo, 30)

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