Standard Deviation

Standard Deviation is a measure of the dispersion of a set of data from its mean. The more spread apart the data is, the higher the deviation.

In finance, standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility (risk).

Syntax:

Public Function StandardDeviation(ByVal SDIn() As Double, ByVal Lag As Long) As Double

Parameters:

  • ByVal SDIn() As Double
  • ByVal Lag As Long

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Example:

 

    Dim TA4Net As New TA4Net.CTAFunctions("YOUR-REGISTRATION-CODE")

    Dim Result() As Double

    Dim CloseValues() As Double

 

    ' loading values to array

    CloseValues = GetCloseValues()

    ' calculating Technical Analysis function

    Result = TA4Net.StandardDeviation(CloseValues, 14)

 

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