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  • StandardDeviation.efs

    File Name: StandardDeviation.efs


    Description:
    This formula is intended to be used within custom formulas through the callFunction() function to get the standard deviation of one of the following price sources (Open, High, Low, Close, Volume). It may also be used as a non-price study.

    Formula Parameters:
    nLength - 25
    sPriceSource - "Close"

    Notes:
    Here’s an example for calling this formula from a custom formula. If the formula is in a different folder than the calling formula, change the first input parameter to the correct path (i.e. “/Other/StandardDeviation.efs”).
    PHP Code:
    var nStdev callFunction("StandardDeviation""main"10"Close");
    if (
    nStdev == null) return;  // null check 
    Download File:
    StandardDeviation.efs




    EFS Code:
    PHP Code:
    /*********************************
    Provided By : eSignal. (c) Copyright 2004
    Study:  Standard Deviation

    Version 1.0 - 4/8/204

    Formula Parameters:     Defaults:
        nLength             25
        sPriceSource        "Close"

    Notes:
        This formula is intended to be used within custom formulas
        through the callFunction() function to get the standard 
        deviation of one of the following price sources.  It may also
        be used as a non-price study.
            "Open"
            "High"
            "Low"
            "Close"
            "Volume"

        Example Usage:
        var nStdev = callFunction("StandardDeviation.efs", "main", 10, "Close");
        if (nStdev == null) return;
        
    ********************************/


    function preMain() {
        
    setStudyTitle("Standard Deviation ");
        
    setDefaultBarFgColor(Color.blue);
        
    setCursorLabelName("Stdev");
    }

    function 
    main(nLengthsPriceSource) {
        if (
    nLength == nullnLength 25;
        if (
    sPriceSource == nullsPriceSource "Close";
        
        var 
    aSource getValue(sPriceSource0, -nLength);
        if (
    aSource == null) return null;
        
        var 
    sumX 0;
        var 
    sumX2 0;
        for (
    0nLength; ++i) {
            
    sumX += aSource[i];
            
    sumX2 += (aSource[i] * aSource[i])
        }
        var 
    meanX = (sumX/nLength);
        var 
    stdev Math.sqrt((sumX2/nLength) - (meanX*meanX));

        return 
    stdev;

    Jason K.
    Project Manager
    eSignal - an Interactive Data company

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