Count() with STDdev function anomoly

Count() with STDdev function anomoly

Stefan Kroscen
2011-05-22 15:51:06

Hi,

I'm getting a result I don't understand; not sure if it is a bug or not. What I want to do is get the standard deviation over the entire length of previous bars. Stddev
doesn't appear to support that directly, so I thought if I supply the the Count() function as the number of bars it should work.

It doesn't though... it returns 0. Is this correct? If so, is there another way to accomplish this?

Thanks!

You can plot these to see what I mean.

closeAdjMax = Stddev(close,Count()-1);
Plot(Count(), "count", colorgreen|0|colorgreen|0|0, ChartLine, StyleOwnScale);
Plot(closeAdjMax, "closeAdjMax", colorbrown|0|colorbrown|0|0, ChartLine, StyleOwnScale);

QuantShare
2011-05-23 05:23:36

Best Answer

Hi,

The "Stddev" doesn't support dynamic period parameter.
We will make the appropriate changes to this function. You will be able to calculate the standard deviation of all bars by typing:
a = Stddev(close, 0);

Stefan Kroscen
2011-05-23 18:56:14

Thankyou for taking a look!

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