- standard deviation

Statistical functions
(AmiBroker 3.40)

SYNTAX StDev( ARRAY, periods, Population = True )
FUNCTION Calculates moving standard deviation of the ARRAY over periods bars

AmiBroker 6.20 adds 3rd argument "Population = True". When Population is True it calculates population based stdev, otherwise sample based

StDev( Array, range, False ) - works the same as Excel's STDEV

StDev( Array, range, True ) - works the same as Excel's STDEV.P

EXAMPLE stdev( close, 10 );
SEE ALSO Skewness() function


Tomasz Janeczko

2006-04-04 16:26:27
Note that if you are trying to compare results of StDev function to Excel output you should use STDEVP function in Excel (not StDev).


The StDev function is used in the following formulas in AFL on-line library:

More information:

See updated/extended version on-line.