STDEV of a specified Range

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  • 08/20/2021 at 2:13 PM #175798 quote
    deletedaccount051022
    Participant
    New

    Hello,

    I am hoping someone can kindly help.  I am trying to calculate 2 x the standard deviation of a range over a specified number of bars.  However, I am failing to got the correct formula.

    Thank you very much

     

     

     

    rrange=high-low
stdrange=2*stdev(rrange,[10])
    @AlgoHunter1 thanked this post
    08/20/2021 at 2:51 PM #175800 quote
    JC_Bywan
    Moderator
    Master

    Hi, keyword “range” is already high-low in probuilder language, and “std” is the right syntax, not stdev: https://www.prorealcode.com/documentation/std/

    So if  understand your request, that would be:

    Nbars=10

stdrange=2*std[Nbars](range)

return stdrange
    08/20/2021 at 3:32 PM #175804 quote
    deletedaccount051022
    Participant
    New

    Superb, merci!  That has worked a treat.  Thank you for the link too, added to boomarks.

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STDEV of a specified Range


ProOrder: Automated Strategies & Backtesting

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deletedaccount051022 @deletedaccount051022 Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by deletedaccount051022
4 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/20/2021
Status: Active
Attachments: No files
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