fxcodebase-backup
Standard Deviation Indicator
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=64743
Forum: 48 · Topic 64743 · 1 post(s)
Standard Deviation Indicator
Alexander.Gettinger · Mon Jun 05, 2017 11:23 am
Formula: StdDev (i) = SQRT (AMOUNT (j = i - N, i) / N) AMOUNT (j = i - N, i) = SUM ((ApPRICE (j) - MA (ApPRICE (i), N, i)) ^ 2) Where: StdDev (i) — Standard Deviation of the current bar; SQRT — square root; AMOUNT(j = i - N, i) — sum of squares from j = i - N to i; N — smoothing period; ApPRICE (j) — the price of the j-th bar; MA (ApPRICE (i), N, i) — moving average of the current bar for N periods; ApPRICE (i) — the price of the current bar.
Download: