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Fantastic.
Wikipedia is a favourite of mine.
I missed that part ... you cant beat the extra eyes and ears of the forum.
--- In amibroker@xxxxxxxxxxxxxxx, "bruce1r" <brucer@xxx> wrote:
>
> Brian -
>
> Tomasz put it well. If curiosity gets to you here's a reference. Look for the section titled Simplification of the Formula -
>
> http://en.wikipedia.org/wiki/Standard_deviation
>
> -- BruceR
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
> >
> > 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@>
> > 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@> 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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> >
>
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