Fantastic. Wikipedia is a favourite of mine.
I missed that part ... you cant beat the extra eyes and ears of the forum. --- In [email protected], "bruce1r" <bru...@...> wrote: > > Brian - > > Tomasz put it well. If curiosity gets to you here's a reference. Look for > the section titled Simplification of the Formula - > > http://en.wikipedia.org/wiki/Standard_deviation > > -- BruceR > > > > --- In [email protected], "Tomasz Janeczko" <groups@> wrote: > > > > 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" <brian_z111@> > > 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" <brucer@> 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 > > > > > > > > > > > >
