Posted By: Tuguldur717
Easy question - 12/14/17 14:51
Hi all. How can i display value of standart deviation of usdjpy(1 year data) by zorro test?
Easy question
Posted By: jcl
Re: Easy question - 12/15/17 12:47
Code:
void run()
{
BarPeriod = 1440;
NumYears = 1;
LookBack = 0;
if(is(EXITRUN)) printf("nStdDev: %.4f",sqrt(Moment(ThisAsset->pClose,NumBars,2)));
}
Be sure that this is what you need - it's the standard deviation of the price, not of the returns.