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

[Dennis Brown]

Steve,

I did not realize that I could append a number to a string in AFL  
without converting it first with NumToStr( i, 0.0).
It looks like I have been missing a big shortcut all this time.
BR,
Dennis

On Jun 13, 2009, at 1:26 PM, Steve Dugas wrote:



Oops!  Just saw a typo, should be this insread...


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, AdaptSD );
   }
    return AdaptSD;
}


----- Original Message -----
From: Steve Dugas
To: amibroker@yahoogroups.com
Sent: Saturday, June 13, 2009 1:20 PM
Subject: Re: [amibroker] 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;
}
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;
}