Standard Deviation Indicator

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Re: Standard Deviation Indicator

Postby SenseClash » Sun Jul 13, 2014 7:25 pm

Yes, there are 2 standard deviation indicators attached to the chart. The formula is the same as yours:
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StdDev (i) = SQRT (AMOUNT (j = i - N, i) / N)
AMOUNT (j = i - N, i) = SUM ((ApPRICE (j) - MA (ApPRICE (i), N, i)) ^ 2)
etc.
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Each SD indicator has its own N (Smoothing period), which in my attached chart was a fast one (10) and a slower one (20). I'd like to have both plotted on the same chart (with options I can choose for colors and also styles like histograms), with an alert when the faster one (N=10 in my example) crosses the slower one (N=20 in my example). The overall purpose is to give an alert when volatility increases.
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Re: Standard Deviation Indicator

Postby SenseClash » Thu Jul 31, 2014 2:26 am

I have installed StdDev2.lua, StdDev with Alert.lua, and _Alert.lua and I keep getting this error message when the alert goes off :

"NZD/USD STDDEV WITH ALERT An error occurred during the calculation of the indicator 'STDDEV WITH ALERT'. The error details: StdDev with Alert.lua:299: attempt to call method 'barSize' (a nil value). 07/31/2014 03:18:46"

Any idea why? It's set to alert on a 20MVA when the SD reaches .00050.
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Re: Standard Deviation Indicator

Postby SenseClash » Mon Aug 04, 2014 2:34 am

I reloaded this and the previous error message went away, so thanks.

Now one last problem: I'm not receiving email messages when the alert fires off. I believe my email settings are correct. I tested them using the Moving Average Crossover Strategy on a 1-minute chart of the AUD/JPY with the EMAs set to 1 and 3. I got a crossover quickly and an email right away.

Then I put the SD With Alert indicator on a 1-minute chart of the GBP/JPY and set the level at .025. I soon got a popup indicating that the alert had occurred, but still no email.

I've attached my settings for the SD with Alert for you to see if there are any problems with how I've set it up. As always, I'm grateful for your great indicators and strategies and willingness to help!
Attachments
SD with Alert settings 01.jpg
SD with Alert settings 02.jpg
SD with Alert settings 03.jpg
SD with Alert settings 04.jpg
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Re: Standard Deviation Indicator

Postby Apprentice » Mon Aug 04, 2014 8:23 am

I do not see Activ _Alert on your chart.
U have to have one Activ _Alert per currency pair.
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Re: Standard Deviation Indicator

Postby SenseClash » Mon Aug 04, 2014 9:54 am

Okay, I have _Alert as a strategy active on my currency pair. The alert tried to fire, but I got the error message below and the SD indicator went blank:

GBP/JPY STDDEV WITH ALERT An error occurred during the calculation of the indicator 'STDDEV WITH ALERT'. The error details: StdDev with Alert.lua:360: attempt to concatenate field '?' (a nil value). 08/04/2014 10:45:45
Attachments
Untitled.jpg
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Re: Standard Deviation Indicator

Postby SenseClash » Thu Aug 07, 2014 4:19 am

In addition to some help with the email problem above, I wonder if this indicator can be changed to give me the option to alert only when SD crosses above (not under). In other words, I'd like the option of getting an alert when volatility increases, but not when it decreases.

Thank you.
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Re: Standard Deviation Indicator

Postby Apprentice » Sat Aug 09, 2014 4:27 am

Please Re-Download.
Unfortunately i have limited internet access,
it makes difficult to work.
Will think about your proposal,
after my return to the office from vacation.
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Re: Standard Deviation Indicator

Postby Victor.Tereschenko » Wed Dec 02, 2015 5:35 am

Version with support of latest TS version (with Indicore 3.0)
Attachments
StdDev with Alert.lua
Indicore 3 version
(10.44 KiB) Downloaded 784 times
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