Hi all,

anyone noticed some issue using data2 for standard deviation ?
For example, in this case, standard deviation behaviour seems the same, but values are totally different:

please see link :https://gyazo.com/2f9f2895cbed186232f888ae0a148eb2

Regards
No Erocla

No Erocla,

I never noticed a difference with it. If there is a difference with the standard indicators/functions it's usually caused by the code or a different number of bars the study is applied to.

Regards,

ABCTG

I made two different indicators:

• stdev
• stdev data2

then i applied "stdev indicator" on H1 EUR.USD Data1 and "stdev indicator data2" on M1 EUR.USD data1 and H1 EUR.USD Data2, and the results are different.

Regards
No Erocla

No Erocla,

the issue is most likely caused by your code then.

Regards,

ABCTG

Dear ABCTG,

this is data2 code indicator:

 

Code

input:period(14);     var:vol(0);              vol = StandardDev(c of data2,period,2) data2;                  plot1(vol);

and this is normal stdev signal:

 

Code

input:period(14);     var:vol(0);              vol = StandardDev(c,period,2);                  plot1(vol);

Code seems ok, but i can assure you that values in standard deviation are different!

Regards
No Erocla

no erocla,

with your code I am getting the exact same values on the two charts. So it's definitely not a bug in the standard function.
It's possible that the last bar's value is not updated until the bar is closed, but this can be influenced with your realtime history matching setting.

Regards,

ABCTG

ABCTG,

yes this can influence just the last bar, buti 've different historical values: https://gyazo.com/25a81aaaa3c6261e5447e650d479876b

I really can't understand why, you tryied in forex market too ?

Regards
No Erocla

No Erocla,

I tried futures and Forex and the values matched in both cases.

It appears you don't have different values in the last screenshot, the right one just displays one decimal less and therefore is rounded.

Regards,

ABCTG

no erocla 

ABCTG, yes this can influence just the last bar, buti 've different historical values: https://gyazo.com/25a81aaaa3c6261e5447e650d479876b I really can't understand why, you tryied in forex market too ? Regards No Erocla

yes maybe yes, but i have different results backtesting my trading systems and i don' t notice the same problem when i use others indicators.

Thank you abctg
Regards
No Erocla