The following is a screen shot of an excel spread sheet that contains data
from the trace statement below. As you can see I am trying to calculate 5
bars std of array "Chg". What I don't understand is that why StDev returns
null on bar index 5. It has 5 data points to calculate the STD. Using excel
function STDEVP I was able to calculate the std for bar index 5. I have
noticed similar behavior with the Correlation and LinRegSlope functions.
What I am missing? I have gotten around this issue by writing my own STD
function. TIA
Bar Index
close
Chg
STD
STDEVP
0
4.2813
{EMPTY}
{EMPTY}
1
4.25
-0.731088
{EMPTY}
2
4.2813
0.736472
{EMPTY}
3
4.4063
2.91967
{EMPTY}
4
4.4063
0
{EMPTY}
5
4.375
-0.710348
{EMPTY}
1.35092
6
4.2813
-2.14171
1.67506
1.67506
7
4.25
-0.731088
1.67705
1.67705
8
4.2813
0.736472
0.953698
0.95370
9
4.3125
0.728749
1.07725
1.07725
Chg = ROC( Close,1);
STD = StDev(Chg, 5);
for( i = 0 ; i < 10; i++ )
{
_TRACE("i: " + i + " close: " + C[i] + " Chg: " + Chg[i] + " STD: " +
STD[i]);
}
