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Standard Deviation of 5 Day Trade Range Rate this Topic:
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dnhoward
Posted : Thursday, January 12, 2012 5:50:28 PM
Registered User
Joined: 1/5/2007
Posts: 21

Hello.  Mathmatically, I'm looking for StandardDeviation(TradeRange(5)).  I have looked at StdDev realcode, but have no conclusion how to get what I want.  Can you help?

Many Thanks!

Bruce_L
Posted : Friday, January 13, 2012 8:19:07 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
'|******************************************************************
'|*** StockFinder RealCode Indicator - Version 5.0 www.worden.com
'|*** Copy and paste this header and code into StockFinder *********
'|*** Indicator:Standard Deviation of Range
'|******************************************************************
'# Period = UserInput.Integer = 5
Static SumC As Single
Static SumSq As Single
If isFirstBar Then
    SumC = 0
    SumSq = 0
End If
SumC += Price.High - Price.Low
SumSq += (Price.High - Price.Low) ^ 2
If CurrentIndex >= Period Then
    SumC -= Price.High(Period) - Price.Low(Period)
    SumSq -= (Price.High(Period) - Price.Low(Period)) ^ 2
End If
If CurrentIndex >= Period - 1 Then
    Plot = Math.Abs((SumSq - SumC ^ 2 / Period) / Period) ^ .5
Else
    Plot = Single.NaN
End If

-Bruce
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dnhoward
Posted : Wednesday, January 18, 2012 6:36:09 AM
Registered User
Joined: 1/5/2007
Posts: 21
Thanks Bruce!  I continue to learn from your examples.
Bruce_L
Posted : Wednesday, January 18, 2012 8:14:15 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
You're welcome.

-Bruce
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