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Nice work Bruce.
I was trying to make up my own algebraic equivalent in lieu of a reference source, or sources.
Did you get 'your' version of StDev from a reference of is it your own work?
--- In amibroker@xxxxxxxxxxxxxxx, "bruce1r" <brucer@xxx> wrote:
>
> Herman, Mike, all - just checking in and think I can offer a quick
> suggestion and some code that I have handy.
>
> 1. StDev() is a function that is not implemented as a variable period
> function, but can be with a slight caveat. Because this uses an
> alternative, but algebraically equivalent formulation, that employs a
> "data^2" term, it loses precision at about the 5th significant digit.
> That is close enough for most work, though. So, anyway, this one liner
> function will give a fast, variable period StDev ( IOW, vper can be a
> varying array) -
>
> function StDevVarPer( data, Vper )
> {
> return sqrt( MA( data ^ 2, vper ) - MA( data, vper ) ^ 2 );
> }
>
> 2. This is fast even with large numbers of 1 minute bars, but it is
> usually best to control QuickAFL with a statement like the following as
> the LAST STATEMENT in the program to yield maximum performance -
>
> SetBarsRequired( 500, 0 );
>
> Remember that with QuickAFL in an indicator, the first execution after
> an edit or insert passes the entire array to set the bar requirement,
> then QuickAFL is in force on a subset.
>
> -- BruceR
>
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