Standard Deviations
Posted by Mohammad Rahhal, Last modified by Mohammad Rahhal on 27 July 2016 09:27 AM


Standard Deviation is a common statistical calculation that measures volatility. Other technical indicators are often calculated using standard deviations.

Major highs and lows often accompany extreme volatility. High values of standard deviations indicate that the price or indicator is more volatile than usual

StandardDeviations is an integer specifying the number of standard deviations to use in the calculations
MAType is an integer specifying the moving average type to be used (Simple = 1, Exponential = 2, TimeSeries = 3, Variable = 4, Triangular = 5, Weighted = 6, VIDYA = 7).

Class: General


Public function ExponentialMovingAverage(ByRef Data As DatabaseByRef Source As FieldByVal Periods As Integer, ByVal StandardDeviations As Integer, ByVal MAType As Integer, Optional ByVal FieldAliasName As String = "") As RecordSet


Return Type Return object of type Recordset                                                                                
Default Field Name(s) StandardDeviation


Public Sub main()


        Dim _symbolInfo As VTLGeneral.CSymbol=ClientCode.GetSymbolByName("GOLD")

        Dim DB As New VTLGeneral.Database()

        Dim rsOHLCV As New VTLGeneral.RecordSet()

        Dim RecordCount As Integer

        Dim m_Recordset As VTLGeneral.RecordSet

        Dim _historyData As object()

        Dim output As String

        Dim Record As Integer

        Dim m_Date As VTLGeneral.Field

        Dim m_Open As VTLGeneral.Field

        Dim m_High As VTLGeneral.Field

        Dim m_Low As VTLGeneral.Field

        Dim m_Close As VTLGeneral.Field

        Dim j As Integer = 0

        Dim i As Integer = 0

        Dim _recordCount As Integer =100

        m_Recordset = DB.CreateRecord

        m_Open = New VTLGeneral.Field

        m_High = New VTLGeneral.Field

        m_Low = New VTLGeneral.Field

        m_Close = New VTLGeneral.Field

        DB.RecordCount = _recordCount

        RecordCount = _recordCount

        'Initialize Recordsets

        m_Open.initialize(_recordCount, "Open")

        m_High.initialize(_recordCount, "High")

        m_Low.initialize(_recordCount, "Low")

        m_Close.initialize(_recordCount, "Close")

        'load high, low ,open and data

         _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_HIGH, _recordCount)

         For i  = 1 To _recordCount-1



        _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_LOW, _recordCount)

        For i  = 1 To _recordCount-1



        _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_OPEN, _recordCount)

        For i  = 1 To _recordCount-1



        _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_CLOSE, _recordCount)

        For i  = 1 To _recordCount-1







        'CMO indicator

        Dim _indRecord As New VTLGeneral.RecordSet()

        Dim gnl As New VTLGeneral.General()

        _indRecord = gnl.StandardDeviation(DB,m_High,14,10,1,"StandardDeviation")

        For i = 1 To DB.getRecordCount

                output = output  &  CSTR(_indRecord.getValue("StandardDeviation", i) ) & vbcrlf




End Sub


See Also

Back to VTL Server Script Index


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