This formulation is in every algebra book and used in school often because it is quicker even for human to calculate that way.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "brian_z111" <[email protected]> To: <[email protected]> Sent: Monday, June 15, 2009 12:06 AM Subject: [amibroker] Re: How to code a Adaptive StDev() > Nice work Bruce. > > I was trying to make up my own algebraic equivalent in lieu of a reference > source, or sources. > > > Did you get 'your' version of StDev from a reference of is it your own work? > > --- In [email protected], "bruce1r" <bru...@...> wrote: >> >> Herman, Mike, all - just checking in and think I can offer a quick >> suggestion and some code that I have handy. >> >> 1. StDev() is a function that is not implemented as a variable period >> function, but can be with a slight caveat. Because this uses an >> alternative, but algebraically equivalent formulation, that employs a >> "data^2" term, it loses precision at about the 5th significant digit. >> That is close enough for most work, though. So, anyway, this one liner >> function will give a fast, variable period StDev ( IOW, vper can be a >> varying array) - >> >> function StDevVarPer( data, Vper ) >> { >> return sqrt( MA( data ^ 2, vper ) - MA( data, vper ) ^ 2 ); >> } >> >> 2. This is fast even with large numbers of 1 minute bars, but it is >> usually best to control QuickAFL with a statement like the following as >> the LAST STATEMENT in the program to yield maximum performance - >> >> SetBarsRequired( 500, 0 ); >> >> Remember that with QuickAFL in an indicator, the first execution after >> an edit or insert passes the entire array to set the bar requirement, >> then QuickAFL is in force on a subset. >> >> -- BruceR >> > > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > >
