Standard Deviation

[saitokun]

Hi Guys, I have the following indicator I hacked together from different bits and pieces. It doesnt look pretty but it almost does what I want. It currently uses Standard Deviation from the previous N bars of intraday data. I would like it to find the Standard Deviation of the previous N DAILY Bars, regardless of what time frame I apply it to. Im not sure how to call the DAILY data though.... Any help with this would be much appreciated.

Thank you

function preMain() {
setPriceStudy(true);
setStudyTitle("Standard Deviation ");
setCursorLabelName("UpperStdDev2", 0);
setCursorLabelName("UpperStdDev1", 1);
setCursorLabelName("MovAv", 2);
setCursorLabelName("LowerStdDev1", 3);
setCursorLabelName("LowerStdDev2", 4);
setDefaultBarFgColor(Color.green, 0);
setDefaultBarFgColor(Color.blue, 1);
setDefaultBarFgColor(Color.red, 2);
setDefaultBarFgColor(Color.blue, 3);
setDefaultBarFgColor(Color.green, 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);
}

function main(nLength, sPriceSource) {
if (nLength == null) nLength = 100;
if (sPriceSource == null) sPriceSource = "Close";

var aSource = getValue(sPriceSource, 0, -nLength);
if (aSource == null) return null;

var sumX = 0;
var sumX2 = 0;
for (i = 0; i < nLength; ++i) {
sumX += aSource[i];
sumX2 += (aSource[i] * aSource[i])
}
var meanX = (sumX/nLength);
var stdev = Math.sqrt((sumX2/nLength) - (meanX*meanX));
var study = new BollingerStudy(10, "Close", 2.0);
var MAV = study.getValue(BollingerStudy.BASIS);
var StdUpper1 = MAV + (stdev*1.5)
var StdMiddle = MAV
var StdLower1 = MAV - (stdev*1.5)
var StdUpper2 = MAV + (stdev*2)
var StdLower2= MAV - (stdev*2)

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

[dloomis]

According the EFS definitions and examples...

//create a study that uses the Daily bar interval, regardless of the bar

//interval of the chart in which the script is loaded

myStudy = lowerBB( 10, 1.5, inv("D") );