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STDEV of a specified Range

deletedaccount051022 · 2021-08-20T13:13:29+00:00

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])

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ProOrder: Automated Strategies & Backtesting
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
5 years, 1 month ago.

Topic Details

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

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STDEV of a specified Range

Stuck on this ProBuilder code?

STDEV of a specified Range ProOrder: Automated Strategies & Backtesting

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STDEV of a specified Range

ProOrder: Automated Strategies & Backtesting