Right. Sorry, too quick on the draw on my part. Mike
--- In [email protected], "ta" <tagro...@...> wrote: > > Sorry I meant to say Bar 0 of Chg array is Null. Bars 1 thru 5 have values, > so on bar 5 StDev should NOT return null. > > > > > > From: [email protected] [mailto:[email protected]] On Behalf > Of ta > Sent: Tuesday, August 18, 2009 2:45 PM > To: [email protected] > Subject: RE: [amibroker] Re: StDev question > > > > > > Mike > > > > Bar 0 of Chg array is zero. Bars 1 thru 5 have values, so on bar 5 StDev > should NOT return null. > > > > test.jpg > > > > From: [email protected] [mailto:[email protected]] On Behalf > Of Mike > Sent: Tuesday, August 18, 2009 2:38 PM > To: [email protected] > Subject: [amibroker] Re: StDev question > > > > > > I suspect that the problem is that your first element in the Chg array is > {empty}. AmiBroker is probably waiting for 5 non empty values before giving > an answer. > > Mike > > --- In [email protected] <mailto:amibroker%40yahoogroups.com> , "ta" > <tagroups@> wrote: > > > > 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]); > > } > > >
