Standard Deviation

[saitokun]

Hi Guys, Ive had a go at the following code, the idea is to chart the Daily Std Dev on an intraday chart, but Im not having much luck with the following code. Im pretty sure it has something to do with the following line, because whe nI remove the inv("D") section, it charts the intraday StdDev ok.

var aSource = getValue( "close", 0, -30,inv("D")); 

function preMain() {

setPriceStudy(true);
setStudyTitle("Standard Deviation 2");
setCursorLabelName("StdUpper2",0);
setCursorLabelName("StdUpper1", 1);
setCursorLabelName("StdMiddle", 2);
setCursorLabelName("StdLower1", 3);
setCursorLabelName("StdLower2", 4);
setDefaultBarFgColor(Color.blue, 0);
setDefaultBarFgColor(Color.red, 1);
setDefaultBarFgColor(Color.green, 2);
setDefaultBarFgColor(Color.red, 3);
setDefaultBarFgColor(Color.blue, 4);
setPlotType(PLOTTYPE_LINE,0);
setPlotType(PLOTTYPE_LINE,1);
setPlotType(PLOTTYPE_LINE,2);
setPlotType(PLOTTYPE_LINE,3);
setPlotType(PLOTTYPE_LINE,4);
setDefaultBarThickness(1,0);
setDefaultBarThickness(1,1);
setDefaultBarThickness(1,2);
setDefaultBarThickness(1,3);
setDefaultBarThickness(1,4);

}




var bInit = false;
var vSymbol = null;

function main() {
if(bInit==false){
bInit = true;
}
var aSource = getValue( "close", 0, -30,inv("D"));
if (aSource == null) return null;

var sumX = 0;
var sumX2 = 0;
for (i = 0; i < 30; ++i) {
sumX += aSource[i];
sumX2 += (aSource[i] * aSource[i]);
}
var meanX = (sumX/30);
var stdev = Math.sqrt((sumX2/30) - (meanX*meanX));
var MAV = sma(20);
var StdUpper1 = MAV + (stdev*0.5);
var StdMiddle = MAV;
var StdLower1 = MAV - (stdev*0.5);
var StdUpper2 = MAV + (stdev*1);
var StdLower2= MAV - (stdev*1);

return new Array(StdUpper2,StdUpper1, StdMiddle, StdLower1, StdLower2);
}

[shortandlong]

saitokun,

The global function getValue() doesn't take sym() or inv() as a parameter - only a Symbol string, which can only be a symbol. Also, numBars should be positive.

I'd use a series object instead. Modified (and working):

function preMain() {
    setPriceStudy(true);
    setStudyTitle("Standard Deviation 2");
    setCursorLabelName("StdUpper2",0);
    setCursorLabelName("StdUpper1", 1);
    setCursorLabelName("StdMiddle", 2);
    setCursorLabelName("StdLower1", 3);
    setCursorLabelName("StdLower2", 4);
    setDefaultBarFgColor(Color.blue, 0);
    setDefaultBarFgColor(Color.red, 1);
    setDefaultBarFgColor(Color.green, 2);
    setDefaultBarFgColor(Color.red, 3);
    setDefaultBarFgColor(Color.blue, 4);
    setPlotType(PLOTTYPE_LINE,0);
    setPlotType(PLOTTYPE_LINE,1);
    setPlotType(PLOTTYPE_LINE,2);
    setPlotType(PLOTTYPE_LINE,3);
    setPlotType(PLOTTYPE_LINE,4);
    setDefaultBarThickness(1,0);
    setDefaultBarThickness(1,1);
    setDefaultBarThickness(1,2);
    setDefaultBarThickness(1,3);
    setDefaultBarThickness(1,4);
}


var bInit = false;
var vSymbol = null;
var oDailySeries = null;


function main() {
    if(bInit==false){
        oDailySeries = close (inv("D"));
        bInit = true;
        return; // likely don't have data yet from server
    }

//    var aSource = getValue( "close", 0, -30,inv("D"));
//    if (aSource == null) return null;

    var sumX = 0;
    var sumX2 = 0;
    for (i = 0; i < 30; ++i) {
        var val = oDailySeries.getValue (-i);
        sumX += val;
        sumX2 += (val * val);
        //sumX += aSource[i];
        //sumX2 += (aSource[i] * aSource[i]);
    }
    var meanX = (sumX/30);
    var stdev = Math.sqrt((sumX2/30) - (meanX*meanX));
    var MAV = sma(20);
    var StdUpper1 = MAV + (stdev*0.5);
    var StdMiddle = MAV;
    var StdLower1 = MAV - (stdev*0.5);
    var StdUpper2 = MAV + (stdev*1);
    var StdLower2= MAV - (stdev*1);

    return new Array(StdUpper2,StdUpper1, StdMiddle, StdLower1, StdLower2);
}