Finds the standard deviation of the series. Uses the change in the log of the values.

 

Syntax:

StandardDeviationLog( series, bars, [offset] )

 

Parameter:

Description:

series

The name of the series

bars

The number of bars over which to find the value

[offset]

The number of bars to offset before finding the value

 

Example:

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 = StandardDeviationLog( instrument.close, 100 )

 

Returns:

The standard deviation of the series used over the period specified.  

 

This example shows the use of a common auto indexed series. For information on using functions with non auto indexed series review Series Functions.

 

Links:

 

See Also:

Math Functions, Series Functions

 


Edit Time: 9/25/2017 09:09:58 AM


Topic ID#: 581

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