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Re: How to calculate STDev?



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>This implementation looks a lot more complicated than the original.
>
>What is the advantage?


It is very much faster since to rarely has to look back to data from past bars.

It accumulates all the data it needs as it moves forward through the bars.

I did a quick test and with a Length = 50, it ran 10.7 times faster than the original.

Bob Fulks