Hello Worden trainer,

I want to create an indicator based on the following formula:

Indicator =  [%-change of closing prices (200 bars)] divided by [standard deviation of % changes of closing prices (200 bars)] * 10

Is there a built in syntax for standard deviation?

Your help is highly appreciated.

Thank you,

Frank

I'm actually not quite sure what you are requesting, so I'll guess at some of the components. The Personal Criteria Formula Language does not have any built in syntax for Standard Deviation.

PCF Formula Descriptions
Modelling Bollinger Bands (& Standard Deviation) in a TC PCF

The 200-Period Price Percent Change could be written as:

100 * (C / C200 - 1)

The 200-Period Simple Moving Average of the 1-Period Price Percent Change could be written as:

(C / C1 + C1 / C2 + C2 / C3 + C3 / C4 + C4 / C5 + C5 / C6 + C6 / C7 + C7 / C8 + C8 / C9 + C9 / C10 + C10 / C11 + C11 / C12 + C12 / C13 + C13 / C14 + C14 / C15 + C15 / C16 + C16 / C17 + C17 / C18 + C18 / C19 + C19 / C20 + C20 / C21 + C21 / C22 + C22 / C23 + C23 / C24 + C24 / C25 + C25 / C26 + C26 / C27 + C27 / C28 + C28 / C29 + C29 / C30 + C30 / C31 + C31 / C32 + C32 / C33 + C33 / C34 + C34 / C35 + C35 / C36 + C36 / C37 + C37 / C38 + C38 / C39 + C39 / C40 + C40 / C41 + C41 / C42 + C42 / C43 + C43 / C44 + C44 / C45 + C45 / C46 + C46 / C47 + C47 / C48 + C48 / C49 + C49 / C50 + C50 / C51 + C51 / C52 + C52 / C53 + C53 / C54 + C54 / C55 + C55 / C56 + C56 / C57 + C57 / C58 + C58 / C59 + C59 / C60 + C60 / C61 + C61 / C62 + C62 / C63 + C63 / C64 + C64 / C65 + C65 / C66 + C66 / C67 + C67 / C68 + C68 / C69 + C69 / C70 + C70 / C71 + C71 / C72 + C72 / C73 + C73 / C74 + C74 / C75 + C75 / C76 + C76 / C77 + C77 / C78 + C78 / C79 + C79 / C80 + C80 / C81 + C81 / C82 + C82 / C83 + C83 / C84 + C84 / C85 + C85 / C86 + C86 / C87 + C87 / C88 + C88 / C89 + C89 / C90 + C90 / C91 + C91 / C92 + C92 / C93 + C93 / C94 + C94 / C95 + C95 / C96 + C96 / C97 + C97 / C98 + C98 / C99 + C99 / C100 + C100 / C101 + C101 / C102 + C102 / C103 + C103 / C104 + C104 / C105 + C105 / C106 + C106 / C107 + C107 / C108 + C108 / C109 + C109 / C110 + C110 / C111 + C111 / C112 + C112 / C113 + C113 / C114 + C114 / C115 + C115 / C116 + C116 / C117 + C117 / C118 + C118 / C119 + C119 / C120 + C120 / C121 + C121 / C122 + C122 / C123 + C123 / C124 + C124 / C125 + C125 / C126 + C126 / C127 + C127 / C128 + C128 / C129 + C129 / C130 + C130 / C131 + C131 / C132 + C132 / C133 + C133 / C134 + C134 / C135 + C135 / C136 + C136 / C137 + C137 / C138 + C138 / C139 + C139 / C140 + C140 / C141 + C141 / C142 + C142 / C143 + C143 / C144 + C144 / C145 + C145 / C146 + C146 / C147 + C147 / C148 + C148 / C149 + C149 / C150 + C150 / C151 + C151 / C152 + C152 / C153 + C153 / C154 + C154 / C155 + C155 / C156 + C156 / C157 + C157 / C158 + C158 / C159 + C159 / C160 + C160 / C161 + C161 / C162 + C162 / C163 + C163 / C164 + C164 / C165 + C165 / C166 + C166 / C167 + C167 / C168 + C168 / C169 + C169 / C170 + C170 / C171 + C171 / C172 + C172 / C173 + C173 / C174 + C174 / C175 + C175 / C176 + C176 / C177 + C177 / C178 + C178 / C179 + C179 / C180 + C180 / C181 + C181 / C182 + C182 / C183 + C183 / C184 + C184 / C185 + C185 / C186 + C186 / C187 + C187 / C188 + C188 / C189 + C189 / C190 + C190 / C191 + C191 / C192 + C192 / C193 + C193 / C194 + C194 / C195 + C195 / C196 + C196 / C197 + C197 / C198 + C198 / C199 + C199 / C200 - 200) / 200

The 200-Period Standard Deviation of a 1-Period Price Percent Change could be written as:

100 * SQR(ABS((C / C1 - 1) ^ 2 + (C1 / C2 - 1) ^ 2 + (C2 / C3 - 1) ^ 2 + (C3 / C4 - 1) ^ 2 + (C4 / C5 - 1) ^ 2 + (C5 / C6 - 1) ^ 2 + (C6 / C7 - 1) ^ 2 + (C7 / C8 - 1) ^ 2 + (C8 / C9 - 1) ^ 2 + (C9 / C10 - 1) ^ 2 + (C10 / C11 - 1) ^ 2 + (C11 / C12 - 1) ^ 2 + (C12 / C13 - 1) ^ 2 + (C13 / C14 - 1) ^ 2 + (C14 / C15 - 1) ^ 2 + (C15 / C16 - 1) ^ 2 + (C16 / C17 - 1) ^ 2 + (C17 / C18 - 1) ^ 2 + (C18 / C19 - 1) ^ 2 + (C19 / C20 - 1) ^ 2 + (C20 / C21 - 1) ^ 2 + (C21 / C22 - 1) ^ 2 + (C22 / C23 - 1) ^ 2 + (C23 / C24 - 1) ^ 2 + (C24 / C25 - 1) ^ 2 + (C25 / C26 - 1) ^ 2 + (C26 / C27 - 1) ^ 2 + (C27 / C28 - 1) ^ 2 + (C28 / C29 - 1) ^ 2 + (C29 / C30 - 1) ^ 2 + (C30 / C31 - 1) ^ 2 + (C31 / C32 - 1) ^ 2 + (C32 / C33 - 1) ^ 2 + (C33 / C34 - 1) ^ 2 + (C34 / C35 - 1) ^ 2 + (C35 / C36 - 1) ^ 2 + (C36 / C37 - 1) ^ 2 + (C37 / C38 - 1) ^ 2 + (C38 / C39 - 1) ^ 2 + (C39 / C40 - 1) ^ 2 + (C40 / C41 - 1) ^ 2 + (C41 / C42 - 1) ^ 2 + (C42 / C43 - 1) ^ 2 + (C43 / C44 - 1) ^ 2 + (C44 / C45 - 1) ^ 2 + (C45 / C46 - 1) ^ 2 + (C46 / C47 - 1) ^ 2 + (C47 / C48 - 1) ^ 2 + (C48 / C49 - 1) ^ 2 + (C49 / C50 - 1) ^ 2 + (C50 / C51 - 1) ^ 2 + (C51 / C52 - 1) ^ 2 + (C52 / C53 - 1) ^ 2 + (C53 / C54 - 1) ^ 2 + (C54 / C55 - 1) ^ 2 + (C55 / C56 - 1) ^ 2 + (C56 / C57 - 1) ^ 2 + (C57 / C58 - 1) ^ 2 + (C58 / C59 - 1) ^ 2 + (C59 / C60 - 1) ^ 2 + (C60 / C61 - 1) ^ 2 + (C61 / C62 - 1) ^ 2 + (C62 / C63 - 1) ^ 2 + (C63 / C64 - 1) ^ 2 + (C64 / C65 - 1) ^ 2 + (C65 / C66 - 1) ^ 2 + (C66 / C67 - 1) ^ 2 + (C67 / C68 - 1) ^ 2 + (C68 / C69 - 1) ^ 2 + (C69 / C70 - 1) ^ 2 + (C70 / C71 - 1) ^ 2 + (C71 / C72 - 1) ^ 2 + (C72 / C73 - 1) ^ 2 + (C73 / C74 - 1) ^ 2 + (C74 / C75 - 1) ^ 2 + (C75 / C76 - 1) ^ 2 + (C76 / C77 - 1) ^ 2 + (C77 / C78 - 1) ^ 2 + (C78 / C79 - 1) ^ 2 + (C79 / C80 - 1) ^ 2 + (C80 / C81 - 1) ^ 2 + (C81 / C82 - 1) ^ 2 + (C82 / C83 - 1) ^ 2 + (C83 / C84 - 1) ^ 2 + (C84 / C85 - 1) ^ 2 + (C85 / C86 - 1) ^ 2 + (C86 / C87 - 1) ^ 2 + (C87 / C88 - 1) ^ 2 + (C88 / C89 - 1) ^ 2 + (C89 / C90 - 1) ^ 2 + (C90 / C91 - 1) ^ 2 + (C91 / C92 - 1) ^ 2 + (C92 / C93 - 1) ^ 2 + (C93 / C94 - 1) ^ 2 + (C94 / C95 - 1) ^ 2 + (C95 / C96 - 1) ^ 2 + (C96 / C97 - 1) ^ 2 + (C97 / C98 - 1) ^ 2 + (C98 / C99 - 1) ^ 2 + (C99 / C100 - 1) ^ 2 + (C100 / C101 - 1) ^ 2 + (C101 / C102 - 1) ^ 2 + (C102 / C103 - 1) ^ 2 + (C103 / C104 - 1) ^ 2 + (C104 / C105 - 1) ^ 2 + (C105 / C106 - 1) ^ 2 + (C106 / C107 - 1) ^ 2 + (C107 / C108 - 1) ^ 2 + (C108 / C109 - 1) ^ 2 + (C109 / C110 - 1) ^ 2 + (C110 / C111 - 1) ^ 2 + (C111 / C112 - 1) ^ 2 + (C112 / C113 - 1) ^ 2 + (C113 / C114 - 1) ^ 2 + (C114 / C115 - 1) ^ 2 + (C115 / C116 - 1) ^ 2 + (C116 / C117 - 1) ^ 2 + (C117 / C118 - 1) ^ 2 + (C118 / C119 - 1) ^ 2 + (C119 / C120 - 1) ^ 2 + (C120 / C121 - 1) ^ 2 + (C121 / C122 - 1) ^ 2 + (C122 / C123 - 1) ^ 2 + (C123 / C124 - 1) ^ 2 + (C124 / C125 - 1) ^ 2 + (C125 / C126 - 1) ^ 2 + (C126 / C127 - 1) ^ 2 + (C127 / C128 - 1) ^ 2 + (C128 / C129 - 1) ^ 2 + (C129 / C130 - 1) ^ 2 + (C130 / C131 - 1) ^ 2 + (C131 / C132 - 1) ^ 2 + (C132 / C133 - 1) ^ 2 + (C133 / C134 - 1) ^ 2 + (C134 / C135 - 1) ^ 2 + (C135 / C136 - 1) ^ 2 + (C136 / C137 - 1) ^ 2 + (C137 / C138 - 1) ^ 2 + (C138 / C139 - 1) ^ 2 + (C139 / C140 - 1) ^ 2 + (C140 / C141 - 1) ^ 2 + (C141 / C142 - 1) ^ 2 + (C142 / C143 - 1) ^ 2 + (C143 / C144 - 1) ^ 2 + (C144 / C145 - 1) ^ 2 + (C145 / C146 - 1) ^ 2 + (C146 / C147 - 1) ^ 2 + (C147 / C148 - 1) ^ 2 + (C148 / C149 - 1) ^ 2 + (C149 / C150 - 1) ^ 2 + (C150 / C151 - 1) ^ 2 + (C151 / C152 - 1) ^ 2 + (C152 / C153 - 1) ^ 2 + (C153 / C154 - 1) ^ 2 + (C154 / C155 - 1) ^ 2 + (C155 / C156 - 1) ^ 2 + (C156 / C157 - 1) ^ 2 + (C157 / C158 - 1) ^ 2 + (C158 / C159 - 1) ^ 2 + (C159 / C160 - 1) ^ 2 + (C160 / C161 - 1) ^ 2 + (C161 / C162 - 1) ^ 2 + (C162 / C163 - 1) ^ 2 + (C163 / C164 - 1) ^ 2 + (C164 / C165 - 1) ^ 2 + (C165 / C166 - 1) ^ 2 + (C166 / C167 - 1) ^ 2 + (C167 / C168 - 1) ^ 2 + (C168 / C169 - 1) ^ 2 + (C169 / C170 - 1) ^ 2 + (C170 / C171 - 1) ^ 2 + (C171 / C172 - 1) ^ 2 + (C172 / C173 - 1) ^ 2 + (C173 / C174 - 1) ^ 2 + (C174 / C175 - 1) ^ 2 + (C175 / C176 - 1) ^ 2 + (C176 / C177 - 1) ^ 2 + (C177 / C178 - 1) ^ 2 + (C178 / C179 - 1) ^ 2 + (C179 / C180 - 1) ^ 2 + (C180 / C181 - 1) ^ 2 + (C181 / C182 - 1) ^ 2 + (C182 / C183 - 1) ^ 2 + (C183 / C184 - 1) ^ 2 + (C184 / C185 - 1) ^ 2 + (C185 / C186 - 1) ^ 2 + (C186 / C187 - 1) ^ 2 + (C187 / C188 - 1) ^ 2 + (C188 / C189 - 1) ^ 2 + (C189 / C190 - 1) ^ 2 + (C190 / C191 - 1) ^ 2 + (C191 / C192 - 1) ^ 2 + (C192 / C193 - 1) ^ 2 + (C193 / C194 - 1) ^ 2 + (C194 / C195 - 1) ^ 2 + (C195 / C196 - 1) ^ 2 + (C196 / C197 - 1) ^ 2 + (C197 / C198 - 1) ^ 2 + (C198 / C199 - 1) ^ 2 + (C199 / C200 - 1) ^ 2 - 200 * ((C / C1 + C1 / C2 + C2 / C3 + C3 / C4 + C4 / C5 + C5 / C6 + C6 / C7 + C7 / C8 + C8 / C9 + C9 / C10 + C10 / C11 + C11 / C12 + C12 / C13 + C13 / C14 + C14 / C15 + C15 / C16 + C16 / C17 + C17 / C18 + C18 / C19 + C19 / C20 + C20 / C21 + C21 / C22 + C22 / C23 + C23 / C24 + C24 / C25 + C25 / C26 + C26 / C27 + C27 / C28 + C28 / C29 + C29 / C30 + C30 / C31 + C31 / C32 + C32 / C33 + C33 / C34 + C34 / C35 + C35 / C36 + C36 / C37 + C37 / C38 + C38 / C39 + C39 / C40 + C40 / C41 + C41 / C42 + C42 / C43 + C43 / C44 + C44 / C45 + C45 / C46 + C46 / C47 + C47 / C48 + C48 / C49 + C49 / C50 + C50 / C51 + C51 / C52 + C52 / C53 + C53 / C54 + C54 / C55 + C55 / C56 + C56 / C57 + C57 / C58 + C58 / C59 + C59 / C60 + C60 / C61 + C61 / C62 + C62 / C63 + C63 / C64 + C64 / C65 + C65 / C66 + C66 / C67 + C67 / C68 + C68 / C69 + C69 / C70 + C70 / C71 + C71 / C72 + C72 / C73 + C73 / C74 + C74 / C75 + C75 / C76 + C76 / C77 + C77 / C78 + C78 / C79 + C79 / C80 + C80 / C81 + C81 / C82 + C82 / C83 + C83 / C84 + C84 / C85 + C85 / C86 + C86 / C87 + C87 / C88 + C88 / C89 + C89 / C90 + C90 / C91 + C91 / C92 + C92 / C93 + C93 / C94 + C94 / C95 + C95 / C96 + C96 / C97 + C97 / C98 + C98 / C99 + C99 / C100 + C100 / C101 + C101 / C102 + C102 / C103 + C103 / C104 + C104 / C105 + C105 / C106 + C106 / C107 + C107 / C108 + C108 / C109 + C109 / C110 + C110 / C111 + C111 / C112 + C112 / C113 + C113 / C114 + C114 / C115 + C115 / C116 + C116 / C117 + C117 / C118 + C118 / C119 + C119 / C120 + C120 / C121 + C121 / C122 + C122 / C123 + C123 / C124 + C124 / C125 + C125 / C126 + C126 / C127 + C127 / C128 + C128 / C129 + C129 / C130 + C130 / C131 + C131 / C132 + C132 / C133 + C133 / C134 + C134 / C135 + C135 / C136 + C136 / C137 + C137 / C138 + C138 / C139 + C139 / C140 + C140 / C141 + C141 / C142 + C142 / C143 + C143 / C144 + C144 / C145 + C145 / C146 + C146 / C147 + C147 / C148 + C148 / C149 + C149 / C150 + C150 / C151 + C151 / C152 + C152 / C153 + C153 / C154 + C154 / C155 + C155 / C156 + C156 / C157 + C157 / C158 + C158 / C159 + C159 / C160 + C160 / C161 + C161 / C162 + C162 / C163 + C163 / C164 + C164 / C165 + C165 / C166 + C166 / C167 + C167 / C168 + C168 / C169 + C169 / C170 + C170 / C171 + C171 / C172 + C172 / C173 + C173 / C174 + C174 / C175 + C175 / C176 + C176 / C177 + C177 / C178 + C178 / C179 + C179 / C180 + C180 / C181 + C181 / C182 + C182 / C183 + C183 / C184 + C184 / C185 + C185 / C186 + C186 / C187 + C187 / C188 + C188 / C189 + C189 / C190 + C190 / C191 + C191 / C192 + C192 / C193 + C193 / C194 + C194 / C195 + C195 / C196 + C196 / C197 + C197 / C198 + C198 / C199 + C199 / C200 - 200) / 200) ^ 2) / 200)