Title: How to code a Adaptive StDev()
Would anyone have coded an adaptive StDev? I am using the solution below but is is VERY slow and the number of max period value is limited.
My math is just not up to this and any help would be very much appreciated!
have a great day,
Herman
function xStDev( priceArray, Periods) // Periods < 25
{
global BBTop, BBBot;
Periods = Min( 25, periods );
Periods = Max( 2, Periods);
Deviation =
IIf( Periods == 2, StDev( PriceArray, 2 ),
IIf( Periods == 3, StDev( PriceArray, 3 ),
IIf( Periods == 4, StDev( PriceArray, 4 ),
IIf( Periods == 5, StDev( PriceArray, 5 ),
IIf( Periods == 6, StDev( PriceArray, 6 ),
IIf( Periods == 7, StDev( PriceArray, 7 ),
IIf( Periods == 8, StDev( PriceArray, 8 ),
IIf( Periods == 9, StDev( PriceArray, 9 ),
IIf( Periods == 10, StDev( PriceArray, 10 ),
IIf( Periods == 11, StDev( PriceArray, 11 ),
IIf( Periods == 12, StDev( PriceArray, 12 ),
IIf( Periods == 13, StDev( PriceArray, 13 ),
IIf( Periods == 14, StDev( PriceArray, 14 ),
IIf( Periods == 15, StDev( PriceArray, 15 ),
IIf( Periods == 16, StDev( PriceArray, 16 ),
IIf( Periods == 17, StDev( PriceArray, 17 ),
IIf( Periods == 18, StDev( PriceArray, 18 ),
IIf( Periods == 19, StDev( PriceArray, 19 ),
IIf( Periods == 20, StDev( PriceArray, 20 ),
IIf( Periods == 21, StDev( PriceArray, 21 ),
IIf( Periods == 22, StDev( PriceArray, 22 ),
IIf( Periods == 23, StDev( PriceArray, 23 ),
IIf( Periods == 24, StDev( PriceArray, 24 ),
StDev( PriceArray, 25 ))))))))))))))))))))))));
return Deviation;
}
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