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StandardDeviation

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By default, Trading Blox Builder Standard Deviation function uses Population formula instead of Sample formula to be more consistent with industry standards. To change the default to the Sample formula, access the Trading Blox Builder.ini file:

Trading Blox installation folder default setting

In terms of the Sample vs. Population Standard Deviation, TRUE enables Population formula, FALSE enables Sample formula.

This For information on using functions with non auto indexed series review Series Functions.

Syntax:
x = StandardDeviation( series, bars, [offset] )

Parameter:	Description:
series	The name of the series.
bars	The number of bars over which to find the value.
[offset]	The optional number of bars to offset before finding the value.

Example:
' Example shows the use of the common auto indexed series. VARIABLES: highestClose, highestHigh, lowestLow, averageClose, standDev TYPE: Price ' Find the highest close of the last 50 bars highestClose = Highest( instrument.close, 50 ) ' Find the lowest low of the last 100 bars lowestLow = Lowest( instrument.low, 100 ) ' Find the highest high since the entry of the first unit of the current position IF instrument.position <> OUT THEN highestHigh = Highest( instrument.high, instrument.unitBarsSinceEntry ) ENDIF ' Find the 10 day average of the close starting 20 days ago averageClose = Average( instrument.close, 10, 20 ) ' Find the standard deviation of the close over the last 100 days standDev = StandardDeviation( instrument.close, 100 )
Returns:
Standard Deviation value for each location in a series.

Example:

' Example shows the use of the common auto indexed series.
VARIABLES: highestClose, highestHigh, lowestLow, averageClose, standDev TYPE: Price

' Find the highest close of the last 50 bars
highestClose = Highest( instrument.close, 50 )

' Find the lowest low of the last 100 bars
lowestLow = Lowest( instrument.low, 100 )

' Find the highest high since the entry of the first unit of the current position
IF instrument.position <> OUT THEN
highestHigh = Highest( instrument.high, instrument.unitBarsSinceEntry )
ENDIF

' Find the 10 day average of the close starting 20 days ago
averageClose = Average( instrument.close, 10, 20 )

' Find the standard deviation of the close over the last 100 days
standDev = StandardDeviation( instrument.close, 100 )

Returns:

Standard Deviation value for each location in a series.

Links:
Series Functions
See Also:
Math Functions

Edit Time: 9/12/2020 10:28:46 AM

Topic ID#: 580

StandardDeviation

Syntax:

Parameter:

Description:

Example:

Returns:

Links:

See Also: