|
PureBytes Links
Trading Reference Links
|
This formulation is in every algebra book and used in school often
because it is quicker even for human to calculate that way.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "brian_z111" <brian_z111@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, June 15, 2009 12:06 AM
Subject: [amibroker] Re: How to code a Adaptive StDev()
> 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
>>
>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|