StdDev for trend filter

[Josmolpen]

Hi, I'm new to this platform and I'm adapting to the programming logic.

i have been using amibroker and tradestaion these last two years

I want to make a trend filter:

mean = rate of change (close, periodTrend) / periodTrend

R = rate of change (close, period = 1)

sdofR = StdDev of R in Trend period

TREND = (Mean / SDofR) * (Squareroot (Trend period))

mean and R I don't have much trouble finding it, but the deviation of R I'm having trouble.

I have to calculate it manually (find the formula with loop etc)

or with iStDev could you?

[David Diez]

Josmolpen:

Hi, I'm new to this platform and I'm adapting to the programming logic.

i have been using amibroker and tradestaion these last two years

I want to make a trend filter:

mean = rate of change (close, periodTrend) / periodTrend

R = rate of change (close, period = 1)

sdofR = StdDev of R in Trend period

TREND = (Mean / SDofR) * (Squareroot (Trend period))

mean and R I don't have much trouble finding it, but the deviation of R I'm having trouble.

I have to calculate it manually (find the formula with loop etc)

or with iStDev could you?

I've tried using StdDev as filter too but it may be a bit tricky. Can't help you.