Hi Herman - Not sure how fast it would be but
possibly something along these lines?
function xStDev( priceArray, Periods) //
Periods < 25
{
global BBTop, BBBot;
Periods = Max( 2, Min( 25,
Periods ) );
BreakPoint = Min( 25, Highest( Periods ));
for( i = 2; i <= BreakPoint; i++ )
{
VarSet( "SD" + i, StDev( PriceArray, i
);
}
AdaptSD = 0;
for( i = 2; i
<= BreakPoint; i++ )
{
CurrSD = VarGet( "SD" + i );
AdaptSD = IIF( Periods == i, CurrSD,
AdaptStDev );
}
return AdaptSD;
}
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;
}