StandardDev of a fixed price
- TJ
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Re: StandardDev of a fixed price
What do you mean by that?Does anybody know the code to make a StandardDev of a fixed price?
Can you post the mathematical formula and description?
Re: StandardDev of a fixed price
hello again
My mistake
Basicly I need a formula which is calculating Standardev of a series of Prices from a specific day and backwards
In an Excel formula it would look like this ROUND(STDEV(H4:H31);2)
The StdDev would then be ex 1.2 which is a number I can use for the next series
To compare development in STDDev
I know I probebly can get at Stdev from a Series in MC calculated like
= STdDev(close, Length);
But that would be a variable from day to day.
Hope you can help
Thanks
My mistake
Basicly I need a formula which is calculating Standardev of a series of Prices from a specific day and backwards
In an Excel formula it would look like this ROUND(STDEV(H4:H31);2)
The StdDev would then be ex 1.2 which is a number I can use for the next series
To compare development in STDDev
I know I probebly can get at Stdev from a Series in MC calculated like
= STdDev(close, Length);
But that would be a variable from day to day.
Hope you can help
Thanks
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2222 times
Re: StandardDev of a fixed price
What is the difference between the following?hello again
My mistake
Basicly I need a formula which is calculating Standardev of a series of Prices from a specific day and backwards
In an Excel formula it would look like this ROUND(STDEV(H4:H31);2)
The StdDev would then be ex 1.2 which is a number I can use for the next series
To compare development in STDDev
I know I probebly can get at Stdev from a Series in MC calculated like
= STdDev(close, Length);
But that would be a variable from day to day.
Hope you can help
Thanks
STDEV(H4:H31)
STdDev(close, Length)
Re: StandardDev of a fixed price
Hello Again
STDEV(H4:H31) Could Be a specific Time Series
Ex From 2011-12-02 to 2011-12-30
That would be 20 Trading Days
STdDev(close, 20)
Would be from Close of Today and 20 Days Back
Thanks
STDEV(H4:H31) Could Be a specific Time Series
Ex From 2011-12-02 to 2011-12-30
That would be 20 Trading Days
STdDev(close, 20)
Would be from Close of Today and 20 Days Back
Thanks
- TJ
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Re: StandardDev of a fixed price
you can reference previous StdDev by using the [1] bracket.Hello Again
STDEV(H4:H31) Could Be a specific Time Series
Ex From 2011-12-02 to 2011-12-30
That would be 20 Trading Days
STdDev(close, 20)
Would be from Close of Today and 20 Days Back
Thanks
eg.
Code: Select all
variable:
stand(0);
stand = STdDev(close, 20);
if you want to compare the stddev of 4 days ago with stddev of 10 days ago, you would code it this way:
stand[4] - stand[10]
if you want to compare a specific date, then you have to first find out how many days ago is that specific date.
Re: StandardDev of a fixed price
Thanks for your Answear
how can set the stdDev for a specific date
STDDev(Close,Date) ?
Thanks
how can set the stdDev for a specific date
STDDev(Close,Date) ?
Thanks
- TJ
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Re: StandardDev of a fixed price
No, you can not do it by date, neither could excel.Thanks for your Answear
how can set the stdDev for a specific date
STDDev(Close,Date) ?
Thanks
In EasyLanguage, you reference everything by bar.
The function STDDev(Close, 20) refers to
the standard deviation of the closing price of the previous 20 bars, starting from, and including the current bar.
Anything previous to the current bar can be referenced with the square bracket [ ].
Please see the EasyLanguage manuals for further explanation and examples.
https://www.multicharts.com/multicharts ... mentation/
- TJ
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- Joined: 29 Aug 2006
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Re: StandardDev of a fixed price
Please read the last line of post #6.Thanks for your Answear
how can set the stdDev for a specific date
STDDev(Close,Date) ?
Thanks