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StdDev

Author: mikael

Creation Date: 2/20/2009 11:56 AM

Wealth Lab » Technical Indicators » StdDev

mikael

2/20/2009 11:56 AM

Here's another one that's been translated into C# and refined from Dr Koch's original. Again for your viewing pleasure.

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Here's another one that's been translated into C# and refined from Dr Koch's original. Again for your viewing pleasure.
[CODE]
    static public double StdDev( DataSeries[] series, int start, int len )
    {
        double sx = 0;
        for( int i = start; i < start + len; i++ )
        {
            for( int array = 0; array <= series.GetLength( 0 ); array++ )
            {
                sx += series[array][i];        // Sum
            }
        }
        sx /= (len * (series.GetLength( 0 ))); // average

double sx2 = 0;
        for( int i = start; i < start + len; i++ )
        {
            for( int array = 0; array <= series.GetLength( 0 ); array++ )
            {
                double d = series[array][i] - sx;
                sx2 += d * d;  // Sum of Squares
            }
        }

double v = sx2 / (series.GetLength( 0 ) * len - 1);
        return Math.Sqrt( v );
    }

static public double StdDev( DataSeries series, int start, int len )
    {
        return StdDev( new DataSeries[] { series }, start, len );
    }

static public double StdDev( DataSeries[] series )
    {
        return StdDev( series, 0, series[0].Count );
    }

static public double StdDev( DataSeries series )
    {
        return StdDev( new DataSeries[] {series}, 0, series.Count );
    }
[/CODE]

Wealth Lab » Technical Indicators » StdDev

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