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Easy question #469940
12/14/17 14:51
12/14/17 14:51
Joined: Dec 2017
Posts: 42
Mongolia
T
Tuguldur717 Offline OP
Newbie
Tuguldur717  Offline OP
Newbie
T

Joined: Dec 2017
Posts: 42
Mongolia
Hi all. How can i display value of standart deviation of usdjpy(1 year data) by zorro test?

Re: Easy question [Re: Tuguldur717] #469949
12/15/17 12:47
12/15/17 12:47
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
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.


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