Re: [amibroker] How to code a Adaptive StDev()

[Steve Dugas]

How to code a Adaptive StDev()Hi Herman - Not sure how fast it would be but 
possibly something along these lines?





function xStDev( priceArray, Periods) // Periods < 25

{

   global BBTop, BBBot;

   Periods = Max( 2, Min( 25, Periods ) );

   BreakPoint = Min( 25, Highest( Periods ));

   for( i = 2; i <= BreakPoint; i++ )

   {

      VarSet( "SD" + i, StDev( PriceArray, i );

   }

   AdaptSD = 0;
   for( i = 2; i <= BreakPoint; i++ )

   {

      CurrSD = VarGet( "SD" + i );

      AdaptSD = IIF( Periods == i, CurrSD, AdaptStDev );

   }


    return AdaptSD;

}





----- Original Message ----- 

  From: Herman 
  To: AmiBroker User Group 
  Sent: Saturday, June 13, 2009 6:42 AM
  Subject: [amibroker] How to code a Adaptive StDev()





  Would anyone have coded an adaptive StDev? I am using the solution below but 
is is VERY slow and the number of max period value is limited.




  My math is just not up to this and any help would be very much appreciated!




  have a great day,

  Herman




  function xStDev( priceArray, Periods) // Periods < 25

  {

     global BBTop, BBBot;

     Periods = Min( 25, periods );

     Periods = Max( 2, Periods);

     Deviation =

     IIf( Periods == 2, StDev( PriceArray, 2 ),

     IIf( Periods == 3, StDev( PriceArray, 3 ),

     IIf( Periods == 4, StDev( PriceArray, 4 ),

     IIf( Periods == 5, StDev( PriceArray, 5 ),

     IIf( Periods == 6, StDev( PriceArray, 6 ),

     IIf( Periods == 7, StDev( PriceArray, 7 ),

     IIf( Periods == 8, StDev( PriceArray, 8 ),

     IIf( Periods == 9, StDev( PriceArray, 9 ),




     IIf( Periods == 10, StDev( PriceArray, 10 ),

     IIf( Periods == 11, StDev( PriceArray, 11 ),

     IIf( Periods == 12, StDev( PriceArray, 12 ),




     IIf( Periods == 13, StDev( PriceArray, 13 ),

     IIf( Periods == 14, StDev( PriceArray, 14 ),

     IIf( Periods == 15, StDev( PriceArray, 15 ),




     IIf( Periods == 16, StDev( PriceArray, 16 ),

     IIf( Periods == 17, StDev( PriceArray, 17 ),

     IIf( Periods == 18, StDev( PriceArray, 18 ),




     IIf( Periods == 19, StDev( PriceArray, 19 ),

     IIf( Periods == 20, StDev( PriceArray, 20 ),

     IIf( Periods == 21, StDev( PriceArray, 21 ),




     IIf( Periods == 22, StDev( PriceArray, 22 ),

     IIf( Periods == 23, StDev( PriceArray, 23 ),

     IIf( Periods == 24, StDev( PriceArray, 24 ),

     StDev( PriceArray, 25 ))))))))))))))))))))))));

     return Deviation;

  }