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VIDYA (StdDev)

Article/Author: Chande & Kroll for Omega Research Inc., 1997

Download: FUNCTION-STDVIDYA.ELA

File Includes: Function - StdDevVidya

Category: Function

Description:

Inputs:
ALPHA:
PRICE:
LENGHT:

EasyLanguage Code:
INPUT: ALPHA(NUMERIC),PRICE(NUMERIC),LENGTH(NUMERIC);

STDDEVVIDYA = IFF(BARNUMBER=1,PRICE[0],(ALPHA*(STDDEV(PRICE,LENGTH)/AVERAGE((STDDEV(PRICE,LENGTH)),LENGTH))*PRICE[0])+
((1-(ALPHA*(STDDEV(PRICE,LENGTH)/AVERAGE((STDDEV(PRICE,LENGTH)),LENGTH))))*STDDEVVIDYA[1]))