StdDev on daily % change
Author: asurapan
Creation Date: 8/23/2012 5:13 PM
profile picture

asurapan

#1

8/23/2012 5:13 PM

I need some assitance with StdDev. I am currently using:
CODE:
Please log in to see this code.


This works properly and matches the results for StdDev in Excel. However, how do I get the StdDev for the on the daily % change instead of the price series?
profile picture

Eugene

#2

8/24/2012 5:28 AM

If the chart's native bar scale is daily, daily % change is simply the ROC indicator:

ROC in the Wealth-Lab Wiki

Review the Wiki example and pass a refernce to 1-day ROC DataSeries instead of Close.
profile picture

asurapan

#3

8/27/2012 4:39 PM

great, thanks!
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).