Reply To: Standard Deviation from Moving Average

Optuma Forums Optuma Scripting Standard Deviation from Moving Average Reply To: Standard Deviation from Moving Average

#66419
Thomas
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Hi,

I want add to this forum thread and want ask the following question:

Is it possible to use as the time period to calculate the STD a start date e.g. 01/01/1950 and not the fixed time period of e.g. 20 bars?

Lets say I have a csv file with monthly data and the calculation for the STD should always start at 01/01/1950 and should include all monthly data from 01/01/1950 to the last date in the monthly csv file. This means the length for the calculation of the STD becomes one month/one time unit more every month. So the length of the calculation of the STD varies.

Thanks,
Thomas

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