Hello http://www.wisetradertoolbox.com/ contains a variable period standard deviation function implemented in C++. Downside is it's not free but it contains many other adaptive indicators apart from the standard deviation.
Regards Paul (WiseTrader Toolbox) --- In [email protected], "Rob" <sidharth...@...> wrote: > > Hi All, > > I'd like to code an adaptive standard deviation... I think I use the right > term. > > Lets pretend todays first interval is bar one, I'd like to calculate a > standard deviation for each bar based on the number of bars we've had so far > today. > > The StdDev() function clearly only takes a fixed period for it's calculation. > In this example the 'period' would increase by one each time we get a new > interval. > > Any ideas...? > > Am I going to have to use a loop and calculate it manually...? > > Thanks >
