Josmolpen / Publicaciones
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StdDev for trend filter
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