Can someone explain what each option iStdDevOnArray() do?
total - the amount of values in the array to be used, 0 means all of them.
ma_period - the standard deviation indicator is calculated on the difference between a moving average and a price. ma_period is the period to be used in the moving average.
total - the amount of values in the array to be used, 0 means all of them.
ma_period - the standard deviation indicator is calculated on the difference between a moving average and a price. ma_period is the period to be used in the moving average.
Thanks SDC!
But, what is the moving average in the function? If I don't want to use, what I do?
If I want to do a "for" decreasing, is it possible? Can you explain?
if you dont want it to average you could try setting it to 1
a for decreasing is the same as a for increasing except in reverse.
for(i = 100; i > 0; i--)
Do you even understand what a standard deviation is? It is a measure of how far the values are on average from the mean.
What value of the mean are you going to use? iSTD and onArray use a moving average. If you want to specify your own mean you have to calculate the SD yourself.
Do you even understand what a standard deviation is? It is a measure of how far the values are on average from the mean.
What value of the mean are you going to use? iSTD and onArray use a moving average. If you want to specify your own mean you have to calculate the SD yourself.
Hi William, I understand what the code does, so I made the code below, what do you think? Will it work?
int lengthList = ArraySize(list); for (int index = 0; index < lengthList; index++) { for (int length = lengthList; length > index + 2; length--) double stdDev = iStdDevOnArray(list,0,length,0,MODE_SMA,index); }
- I think two loops to calculate one value is moronic.
- It does what is coded. The real question is, does is do what you think you want it to do.
- I think two loops to calculate one value is moronic.
- It does what is coded. The real question is, does is do what you think you want it to do.
I'm sorry, but you don't understood! Not an idiot, I want to calculate the values above the main diagonal!
| Two loops to calculate one value is moronic | int lengthList = ArraySize(list); for (int index = 0; index < lengthList; index++) { for (int length = lengthList; length > index + 2; length--) double stdDev = iStdDevOnArray(list,0,length,0,MODE_SMA,index); } |
| Same result. | int lengthList = ArraySize(list); int index = lengthList - 1; int length = lengthList; double stdDev = iStdDevOnArray(list,0,length,0,MODE_SMA,index); |
You calculate the values and throw them all away except for the last
| Two loops to calculate one value is moronic | |
| Same result. |
William, I understood what you sad, so I calculated the standard deviation manually, the code is below, it's correct?
double average = 0; double deviation = 0; double sum = 0; int lengthList = ArraySize(list); int position = 0; for (int index = 0; index < lengthList; index++) { for (int length = lengthList; length > index + 2; length--) // Initializes each iteration average = 0; deviation = 0; sum = 0; for (int k = index; k < length; k++) { average += list[k]; } average = average / length; for (k = index; k < length; k++) { deviation = listaFractals[k] - average; sum += MathPow(deviation,2); } // Variance, the sum of squared deviations divided by (period - 1), because is sample deviation variancie = sum/ (length - 1); // Calculates the Standard Deviation double stdDev = MathSqrt(variancie); // Normalizes the standard deviation for the number of digits in the currency pair stdDev = NormalizeDouble(stdDev,MarketInfo(Symbol(),MODE_DIGITS)); // Checks how many decimal digits of the pair has and uses the right condition for check deviation if ((MarketInfo(Symbol(),MODE_DIGITS) == 2 || MarketInfo(Symbol(),MODE_DIGITS) == 3) && (stdDev < 0.3)) { // Check the lenght of vector and resize legnthVector = ArraySize(entryList) + 1; ArrayResize(entryList,legnthVector); /** ------------------------------------- Main Code ------------------------------------- * If the point was found, it continues to iterate from the variable size to try to find another point and so subsequently. * Example: if he thought the 1-4, he continues to iteration 5 onwards. **/ entryPoints[position] = average; index = length + 1; position++; // Increment 1 to the index of the list of entry points break; } if ((MarketInfo(Symbol(),MODE_DIGITS) == 4 || MarketInfo(Symbol(),MODE_DIGITS) == 5) && (stdDev < 0.002)) { // Check the lenght of vector and resize legnthVector = ArraySize(entryList) + 1; ArrayResize(entryList,legnthVector); /** ------------------------------------- Main Code ------------------------------------- * If the point is found, it continues to iteration of "for" size that was found forward. * Example: if he thought the 1-4, he continues to iteration 5 onwards. **/ entryPoints[position] = average; index = length + 1; position++; // Increment 1 to the index of the list of entry points break; } } }
I'm trying to find the points above the diagonal, as in the table below:
| 1 | 2 | 3 | 4 | 5 |
| 1 | 2 | 3 | 4 | |
| 1 | 2 | 3 | ||
| 1 | 2 | |||
It will calculate the standard deviation in the first "for" that starts up the index list length and the other "is" decreasing from the length of the list to the index - 1, following the example below:
iStdDev(1-5); iStdDev(1-4); iStdDev(1-3); iStdDev(1-2);
If the item was found, it continues to iterate from the variable size to try to find another point and so subsequently.
Example: if he thought the 1-4, he continues to iteration 5 onwards.
I wonder if the above code is right, because I calculated manually in a period and found 4 or 5 points, I can not remember for sure, however the EA finds no point.
William, I understood what you sad, so I calculated the standard deviation manually, the code is below, it's correct?
I'm trying to find the points above the diagonal, as in the table below:
int lengthList = ArraySize(list); for (int index = 0; index < lengthList; index++) { for (int length = lengthList; length > index + 2; length--) : average += list[k]; : deviation = listaFractals[k] - average;
You calculate the mean from list. How can use calculate stddev from some other array? What was wrong with just using std on array?- I have no idea what you mean "above the diagonal" list is a one dimensional array. There is no diagonal. If what you mean is std of elements 1-2 and 1-3 ..
int lengthList = ArraySize(list); double stdDev[]; ArrayResize(stdDev, lengthList); for(int length = LengthList; length > 0; length--){ stdDev[length-1] = iStdDevOnArray(list, lengthList,length,0,MODE_SMA,0);
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Hello, can someone please explain what each of these options do exactly?
double iStdDevOnArray( double array[], int total, int ma_period, int ma_shift, int ma_method, int shift)
- array[] - Array with data. OK, simple.
- total - The number of items to be counted. What numbers exactaly?
- ma_period - MA period. Why this?
- ma_shift - MA shift.
- ma_method - MA method. It can be any of Moving Average method enumeration value.
- shift - Index of the value taken from the indicator buffer (shift relative to the current bar the given amount of periods ago).
I want to do this, a vector scan the index as an index tail off the other, see below code:
I'm sorry for my English.