// Strategy template ///////////////////////
var ExtStdDevPeriod = 14; // Definition der Periodenlänge (können Sie anpassen)
function run()
{
var StdDevFunc(vars ,vars , var);
BarPeriod = 60;
set(PARAMETERS|LOGFILE);
LookBack = 1000;
if(Train) Detrend = TRADES;
StartDate = 20130101;
EndDate = 2023;
NumWFOCycles = 10;
vars Price = series(price());
vars Trend = series(MovingAverage(Price,60,EMA));
vars standardA = series(StdDevFunc(Price,Trend,0));
plot("Trend",Trend,0,BLUE);
plot("stddev",standardA,NEW,BLUE);
PlotWidth = 800;
PlotHeight1 = 300;
}
var StdDevFunc(vars Preis,vars MAprice, var position)
{
var dTmp = 0.0;
var i;
for (i = 0; i < ExtStdDevPeriod; i++)
{
dTmp += pow(Preis[position - i] - MAprice[position], 2);
}
dTmp = sqrt(dTmp / ExtStdDevPeriod);
return dTmp;
}