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#468011 - 09/13/17 05:26 Standard Deviation?
flare9x Offline
Newbie

Registered: 09/13/17
Posts: 7
Loc: TX
Hi All

I am new to Zorro and going through the workshops.

I see there is a SMA function, can we call a Standard Deviation function also?

Otherwise would need to create my own function for this.... is it STDEV or STD or DEV, is it hidden in the manual anywhere?

Thanks
Andrew

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#468013 - 09/13/17 11:51 Re: Standard Deviation? [Re: flare9x]
brax Offline
Junior Member

Registered: 08/02/17
Posts: 72
Loc: Spain
You only need to code this:

dev = StdDev(Price, 10);

The definition is here:

http://manual.zorro-trader.com/ta.htm

Look for it.

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#468029 - 09/13/17 22:12 Re: Standard Deviation? [Re: brax]
flare9x Offline
Newbie

Registered: 09/13/17
Posts: 7
Loc: TX
Makes sense... however, i dont see it in this list!? ctrl f on page and StdDev doesnt reveal it in the page above... well it makes sense so will give it a whirl.

Thanks

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#468033 - 09/14/17 11:51 Re: Standard Deviation? [Re: flare9x]
brax Offline
Junior Member

Registered: 08/02/17
Posts: 72
Loc: Spain
Yes, it´s true. StdDev doesn´t appear on that page, my mistake.

Anyway, if you´re asking because you want to implement bollinger bands, you can see it in action on the first example at the end.

If you just wanted StdDev, you´ve got it already.

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#468035 - 09/14/17 14:37 Re: Standard Deviation? [Re: brax]
AndrewAMD Online
Senior Member

Registered: 02/21/17
Posts: 310
Loc: Chicago
This is in Zorro help and not in the online manual for some reason.

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#468042 - 09/14/17 18:15 Re: Standard Deviation? [Re: AndrewAMD]
johnnyp Offline
Newbie

Registered: 08/12/17
Posts: 40
sorry, wrong thread.


Edited by johnnyp (09/14/17 18:16)

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#468110 - 09/19/17 02:03 Re: Standard Deviation? [Re: johnnyp]
flare9x Offline
Newbie

Registered: 09/13/17
Posts: 7
Loc: TX
All good - Yes I see it in the zorro help. They have zscore in there also which is useful. Its the reason why I wanted to have stdev.

Thanks

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#468128 - 09/19/17 14:50 Re: Standard Deviation? [Re: flare9x]
johnnyp Offline
Newbie

Registered: 08/12/17
Posts: 40
Question for the devs... Does zscore use StdDev from ta-lib?

If that is the case, then if StdDev < 0.0001, StdDev returns 0 and funny things will happen.

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