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Standard Deviation Code Issue
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Created: by meanVelocity Attachments:0

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Standard Deviation Code Issue

  #1 (permalink)
Trading for Profit
Portland, OR
 
Futures Experience: Master
Platform: SierraChart
Favorite Futures: ES, SPY
 
Posts: 201 since Oct 2014
Thanks: 2 given, 62 received

Standard Deviation Code Issue

Can anyone figure out what I have wrong here? Kinda puzzled... Maybe Summation is not the same as SUM?

 
Code
	sc.SimpleMovAvg(sc.Close,stdDevMa,6);
	
	stdDevInit[sc.Index] = pow(sc.Close[sc.Index] - stdDevMa[sc.Index], 2);
	sc.Summation(stdDevInit, stdDevSum, 6);
	
	float stdDev = sqrt(stdDevSum[sc.Index] / 6);

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  #2 (permalink)
Trading for Profit
Portland, OR
 
Futures Experience: Master
Platform: SierraChart
Favorite Futures: ES, SPY
 
Posts: 201 since Oct 2014
Thanks: 2 given, 62 received

Oh wait, SC has a standard deviation function built in, never mind... Here is the simple way in case anyone needs to know.

 
Code
	sc.SimpleMovAvg(sc.Close,stdDevMa,6);
	sc.StdDeviation(sc.Close, stdDevInit, 6);
	
	float stdDev = stdDevInit[sc.Index];

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