StDev
- standard deviation

Statistical functions
(AFL 1.4)


SYNTAX StDev( ARRAY, periods, Population = True )
RETURNS ARRAY
FUNCTION Calculates moving standard deviation of the ARRAY over periods bars

AmiBroker 6.20 adds 3rd argument "Population = True". When Population is True it calculates population based stdev, otherwise sample based

StDev( Array, range, False ) - works the same as Excel's STDEV

StDev( Array, range, True ) - works the same as Excel's STDEV.P

EXAMPLE stdev( close, 10 );
SEE ALSO Skewness() function

Comments:

Tomasz Janeczko

2006-04-04 16:26:27
Note that if you are trying to compare results of StDev function to Excel output you should use STDEVP function in Excel (not StDev).

References:

The StDev function is used in the following formulas in AFL on-line library:

More information:

Updated on-line reference