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Help for programming standard deviation on standard deviation


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CHABERT 2005.08.15 12:27 
Hi

I need help to build an indicator that I call "flat". Here is how it is calculated :

- calculate standard deviation (price = close, sma period = 20) => std[20](close)
- calculate standard deviation of this standard deviation => std[20](std[20](close))
- calculate for std(std) maxi and mini over the last 100 periods
- finally : flat = ((std[20](std[20](close)) - mini) / (maxi - mini)) * 100

Thanks

Ben
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4464
Slawa 2005.08.16 23:40 
iStdDevOnArray
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