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]);
> }
>
