Intraday Standard Deviation

[saitokun]

Hi Guys, back again with another Standard Deviation Dillemma....

The Following Code's Syntax seems to check out ok, but when I apply it to a chart, I get nothing. No errors, just no indicators....

Anyidea where I went wrong?

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, sLength,sPriceSource) {
var vRange ="close";
if (nLength == null) nLength = 1000;
if (sLength == null) sLength = 100;
if (sPriceSource == null) sPriceSource = vRange;

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

var sumX = 0;
var sumX2 = 0;
var sumY = 0;
var sumY2 = 0;
for (i = 0; i < nLength; ++i) {
sumX += aSource[i];
sumX2 += (aSource[i] * aSource[i])
}
for (j = 0; j < nLength; ++j) {
sumY += bSource[j];
sumY2 += (bSource[j] * bSource[j])
}

var meanX = (sumX/nLength);
var stdev = Math.sqrt((sumX2/nLength) - (meanX*meanX));
var meanY = (sumY/sLength);
var stdevY = Math.sqrt((sumY2/sLength) - (meanY*meanY));
var MAV = sma(20)
var UpperStdDev1 = MAV + (((stdev*0.8)+(stdevY*0.2))*0.8);
var MovAv = MAV
var LowerStdDev1 = MAV - (((stdev*0.8)+(stdevY*0.2))*0.8);
var UpperStdDev2 = MAV + (((stdev*0.8)+(stdevY*0.2))*1.2);
var LowerStdDev2= MAV - (((stdev*0.8)+(stdevY*0.2))*1.2);

return new Array(UpperStdDev2,UpperStdDev1, MovAv, LowerStdDev1, LowerStdDev2);
} 

[ACM]

Re: Intraday Standard Deviation

saitokun
The best way to determine where an issue may be is to use debug statements to check the values of the variables. So if you added a debugPrintln(myVariableName) after each line in which you declare a variable or assign a value to it you would eventually find that sumY and sumY2 are returning Nan
This is because the condition in the for loop statement in line 48 is incorrectly set to nLength instead of sLength
Once you make that change you will see that the debug statement will report a value instead of Nan [for that variable and any other subsequent variable that depends on it] and the formula will plot the lines
Alex

Originally posted by saitokun
Hi Guys, back again with another Standard Deviation Dillemma....

The Following Code's Syntax seems to check out ok, but when I apply it to a chart, I get nothing. No errors, just no indicators....

Anyidea where I went wrong?

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, sLength,sPriceSource) {
var vRange ="close";
if (nLength == null) nLength = 1000;
if (sLength == null) sLength = 100;
if (sPriceSource == null) sPriceSource = vRange;

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

var sumX = 0;
var sumX2 = 0;
var sumY = 0;
var sumY2 = 0;
for (i = 0; i < nLength; ++i) {
sumX += aSource[i];
sumX2 += (aSource[i] * aSource[i])
}
for (j = 0; j < nLength; ++j) {
sumY += bSource[j];
sumY2 += (bSource[j] * bSource[j])
}

var meanX = (sumX/nLength);
var stdev = Math.sqrt((sumX2/nLength) - (meanX*meanX));
var meanY = (sumY/sLength);
var stdevY = Math.sqrt((sumY2/sLength) - (meanY*meanY));
var MAV = sma(20)
var UpperStdDev1 = MAV + (((stdev*0.8)+(stdevY*0.2))*0.8);
var MovAv = MAV
var LowerStdDev1 = MAV - (((stdev*0.8)+(stdevY*0.2))*0.8);
var UpperStdDev2 = MAV + (((stdev*0.8)+(stdevY*0.2))*1.2);
var LowerStdDev2= MAV - (((stdev*0.8)+(stdevY*0.2))*1.2);

return new Array(UpperStdDev2,UpperStdDev1, MovAv, LowerStdDev1, LowerStdDev2);
} 

[saitokun]

Thanks very much Alex, still quite new to programming. Thanks for the tip on Debugging. Probably more important the the actual error here. (But thanks for that too)

[ACM]

saitokun
You are welcome
Alex

Originally posted by saitokun
Thanks very much Alex, still quite new to programming. Thanks for the tip on Debugging. Probably more important the the actual error here. (But thanks for that too)