标题: 【StandardError】 [打印本页]

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作者: 龙听    时间: 2022-11-2 13:22     标题: 【StandardError】

1. Inputs: PriceValue(Numeric), Len(Numeric), Smooth(Numeric);
   
2. Variables: var0(0), var1(0), var2(0), var3(0), var4(0), var5(0), var6(0), var7(0), var8(0);
   
3. 
   
4. var0 = CurrentBar;
   
5. 
   
6. IF CurrentBar > Len Then Begin
   
7.         var4 = Summation(var0 * PriceValue, Len) - (Len * Average(var0, Len) * Average(PriceValue, Len));
   
8.         var5 = Summation(Square(var0), Len) - (Len * Square(Average(var0, Len)));
   
9.         var3 = var4 / var5;
   
10.         var2 = Average(PriceValue, Len) - (var3 * Average(var0, Len));
    
11.         var6 = (Summation(Square(PriceValue), Len)) - ((var2 * Summation(PriceValue, Len))) - ((var3 * Summation(var0 * PriceValue, Len)));
    
12.         var7 = Len - 2;
    
13.         var8 = (var6 / var7);
    
14.         IF var8 > 0 Then
    
15.                 var1 = SquareRoot(var6 / var7)
    
16.         Else
    
17.                 var1 = var1[1];
    
18. 
    
19.         StandardError = 2 * Average(var1, Smooth);
    
20. End;

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