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standard deviation data2
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standard deviation data2

  #1 (permalink)
Trading for Fun
turin italy
 
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standard deviation data2

Hi all,

anyone noticed some issue using data2 for standard deviation ?
For example, in this case, standard deviation behaviour seems the same, but values are totally different:

please see link :https://gyazo.com/2f9f2895cbed186232f888ae0a148eb2

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No Erocla

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  #2 (permalink)
Market Wizard
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No Erocla,

I never noticed a difference with it. If there is a difference with the standard indicators/functions it's usually caused by the code or a different number of bars the study is applied to.

Regards,

ABCTG

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  #3 (permalink)
Trading for Fun
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I made two different indicators:
  • stdev
  • stdev data2

then i applied "stdev indicator" on H1 EUR.USD Data1 and "stdev indicator data2" on M1 EUR.USD data1 and H1 EUR.USD Data2, and the results are different.

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No Erocla

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  #4 (permalink)
Market Wizard
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No Erocla,

the issue is most likely caused by your code then.

Regards,

ABCTG

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  #5 (permalink)
Trading for Fun
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Dear ABCTG,

this is data2 code indicator:

 
Code
                            
    input:period(14);
    var:
vol(0);
    
        
vol StandardDev(c of data2,period,2data2;
        
        
plot1(vol); 
and this is normal stdev signal:


 
Code
                            
    input:period(14);
    var:
vol(0);
    
        
vol StandardDev(c,period,2);
        
        
plot1(vol); 
Code seems ok, but i can assure you that values in standard deviation are different!

Regards
No Erocla

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  #6 (permalink)
Market Wizard
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no erocla,

with your code I am getting the exact same values on the two charts. So it's definitely not a bug in the standard function.
It's possible that the last bar's value is not updated until the bar is closed, but this can be influenced with your realtime history matching setting.

Regards,

ABCTG

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  #7 (permalink)
Trading for Fun
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ABCTG,

yes this can influence just the last bar, buti 've different historical values: https://gyazo.com/25a81aaaa3c6261e5447e650d479876b

I really can't understand why, you tryied in forex market too ?

Regards
No Erocla

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  #8 (permalink)
Market Wizard
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No Erocla,

I tried futures and Forex and the values matched in both cases.

It appears you don't have different values in the last screenshot, the right one just displays one decimal less and therefore is rounded.

Regards,

ABCTG


no erocla View Post
ABCTG,

yes this can influence just the last bar, buti 've different historical values: https://gyazo.com/25a81aaaa3c6261e5447e650d479876b

I really can't understand why, you tryied in forex market too ?

Regards
No Erocla


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  #9 (permalink)
Trading for Fun
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yes maybe yes, but i have different results backtesting my trading systems and i don' t notice the same problem when i use others indicators.

Thank you abctg
Regards
No Erocla

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