Simple StdDev ?

[c_13]

new EFS user would like to know how I can take the standard deviation of the last 30 closes? I have tried to find the math function/format for this but seem to be unable to this point.

just trying to code this calculation in the simplest way possible:

HistVol = StdDev(Close,30)

thanks,

[ckryza]

c_13:

You can add the following function to your EFS script and then call it as needed:

myStdDev = StdDev( 30 );

will give you the standard deviation of the last 30 closes.

Chris

//== calculate standard deviation
function StdDev( Period ) {
var x         = 0;
var nAvg     = 0;
var nSumAvg = 0;

    while( x<Period ) {
        nAvg += close(-x);
        x++;
    }
    
    nAvg /= Period;
    
    nSumAvg = 0;
    x=0;
    while( x<Period ) {
        nSumAvg += ( close(-x) - nAvg ) * ( close(-x) - nAvg );
        x++;
    }
    nSumAvg /= Period;
    
    return( Math.sqrt( nSumAvg ) );

} 

[c_13]

thanks for posting that Chris. From the looks of things EFS is going to be a real challenge to learn -- but worth it.

c_13

[c_13]

I have tried unsuccessfully to merge the Sdtev calc into my indicator. Is it necessary to group the returned values or can this Stdev remain on its own? The indicator returns HH & LL but I wanted to use the Stdev calc with the HH & LL to modify the final outputs. Is this a matter of pasting the Stdev calc previous to function preMain?

thank you

[ckryza]

c_13:

Try the attached. It is a simple example that demonstrates the usage of the StdDev function.

Chris