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[amibroker] Re: StDev question



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I suspect that the problem is that your first element in the Chg array is {empty}. AmiBroker is probably waiting for 5 non empty values before giving an answer.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "ta" <tagroups@xxx> wrote:
>
> The following is a screen shot of an excel spread sheet that contains data
> from the trace statement below. As you can see I am trying to calculate 5
> bars std of array "Chg". What I don't understand is that why StDev returns
> null on bar index 5. It has 5 data points to calculate the STD. Using excel
> function STDEVP I was able to calculate the std for bar index 5. I have
> noticed similar behavior with the Correlation and LinRegSlope functions.
> What I am missing? I have gotten around this issue by writing my own STD
> function. TIA
> 
>  
> 
> 
> Bar Index
> 
> close
> 
> Chg
> 
> STD
> 
> STDEVP
> 
> 
> 0
> 
> 4.2813
> 
> {EMPTY}
> 
> {EMPTY}
> 
> 	
> 
> 1
> 
> 4.25
> 
> -0.731088
> 
> {EMPTY}
> 
> 	
> 
> 2
> 
> 4.2813
> 
> 0.736472
> 
> {EMPTY}
> 
> 	
> 
> 3
> 
> 4.4063
> 
> 2.91967
> 
> {EMPTY}
> 
> 	
> 
> 4
> 
> 4.4063
> 
> 0
> 
> {EMPTY}
> 
> 	
> 
> 5
> 
> 4.375
> 
> -0.710348
> 
> {EMPTY}
> 
> 1.35092
> 
> 
> 6
> 
> 4.2813
> 
> -2.14171
> 
> 1.67506
> 
> 1.67506
> 
> 
> 7
> 
> 4.25
> 
> -0.731088
> 
> 1.67705
> 
> 1.67705
> 
> 
> 8
> 
> 4.2813
> 
> 0.736472
> 
> 0.953698
> 
> 0.95370
> 
> 
> 9
> 
> 4.3125
> 
> 0.728749
> 
> 1.07725
> 
> 1.07725
> 
>  
> 
> Chg = ROC(   Close,1); 
> STD = StDev(Chg, 5); 
> for( i = 0 ; i < 10; i++ ) 
> { 
> _TRACE("i: " + i + " close: " + C[i] + " Chg: " + Chg[i] + " STD: " +
> STD[i]); 
> }
>




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