Fast Calculating Standard Deviation

[darckeen]

This indicator does a running calculation of standard deviation. Its way faster then the included NT @stdev. It will differ slightly from an iterating calc because of double percision errors but over time the errors should sum to zero so its all good. Also note this calculates standard deviation of a sample as opposed to a population as with the NT version. It also has a public DataSeries for the Mean. Enjoy.

[NinjaTrader_JoshP]

Thank you for sharing darckeen. If you don't mind could you also add this to our File Sharing section for indicators? Thanks!

[darckeen]

indicator posted

[T2020]

No joy here

This indicator does a running calculation of standard deviation. Its way faster then the included NT @stdev. It will differ slightly from an iterating calc because of double percision errors but over time the errors should sum to zero so its all good. Also note this calculates standard deviation of a sample as opposed to a population as with the NT version. It also has a public DataSeries for the Mean. Enjoy.

I tried to install this indicator ,but got a message saying it had been manipulated some how . I didn't go any further , but now I'm having all kinds
of trouble with ninja . Most of the time I can't get all my charts open before
all of Ninja becomes Non responsive . Some times all my charts open ,but just
scrolling the one chart a little Makes Ninja go non responsive . The trouble
started when after I tried to install this indicator .... Don't know what else to
blame it on . I've reinstalled Ninja , repaired the data base and searched my
computer for every instance of this , still no joy ...

[NinjaTrader_Bertrand]

T2020, have you tried deleting the indicator and then recompiling your files to check if this helps resolving the issue?

[T2020]

T2020, have you tried deleting the indicator and then recompiling your files to check if this helps resolving the issue?

Thanks Bertrand . Far as I can tell it never really got installed ,but I've got
back up and running . The main hold up was a tick chart trying to load . Once
I got it loaded , I changed it to a minute chart . Seems to be less stressful on
NT . The main thing is I'm up and running . How stable , I'm not sure yet .

[rt-trader]

Hi darckeen,

This sure is a much faster version so thankyou for posting it.

I used it in some of my code where the period is generated by a counter and found I had to make 1 minor mod to the first line to get it to work;

if (CurrentBar > period - 1 && period > 1)

This may help others...

Thanks again...

[whitmark]

Nicely done, darckeen, this can come in handy. Thanks for posting.

[Mindset]

nice work

FYI the file in this thread doesn't import but the file sharing version does.

[NinjaTrader_Bertrand]

Thanks for the FYI Mindset.

darckeen, could you repost the zip in this thread? Thanks!

[darckeen]

zip reposted, should work now.