NinjaTrader 7 Indicators - g3AAD Average Absolute Deviation
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g3AAD Average Absolute Deviation
Average (Mean) Absolute Deviation (AAD) is another statistical measure of variability similar to Standard Deviation or MAD. The main difference from StdDev is weight of the outliers (since there is no squaring in AAD). Study first to decide which measure is more suitable for your needs/data

On the screenshot:
yellow: StdDev,
green: g3AAD

[v1.0]


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April 30th, 2015
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