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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