Question Regarding Standard Deviation on Array - correct MA_Period???

 

Hi,

I wondered whether anyone can shed some light on this problem I'm experiencing with istddevonarray().

If I calculate the standard deviation for a set of prices held in an array in MT4 I get a completely different result compared to calculating the STD in Excel using the STDEVPA function and the same data held in the array.

I can change the results I get in MT4 by changing the MA_Period setting in the iStdDevonarray function.

My array holds 2686 data items. To get an STD the same as the result supplied in Excel what Period should I use for the MA?


Regards

 
Standard Deviation formula is different calculated in different platforms (groups, individuals), mostly is based on change on smoothed price (ex.: get iStdDev from Moving Average indicator), but you can do the same but with actual Close prices ( or OHLC ) and by percent changes with same data (periods or ticks) and compare in MT4 and excel.
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