Syntax

Public function ExponentialMovingAverage(ByRef Data As Database, ByRef Source As Field, ByVal Periods As Integer, ByVal StandardDeviations As Integer, ByVal MAType As Integer, Optional ByVal FieldAliasName As String = "") As RecordSet

Overview
Standard Deviation is a common statistical calculation that measures volatility. Other technical indicators are often calculated using standard deviations.

Interpretation
Major highs and lows often accompany extreme volatility. High values of standard deviations indicate that the price or indicator is more volatile than usual.

Note
StandardDeviations is an integer specifying the number of standard deviations to use in the calculations.
MAType is an integer specifying the moving average type to be used (Simple = 1, Exponential = 2, TimeSeries = 3, Variable = 4, Triangular = 5, Weighted = 6, VIDYA = 7).

Class: General

Parameters

Sample

Public Sub main()        'Variables        Dim _symbolInfo As VTLGeneral.CSymbol=ClientCode.GetSymbolByName("GOLD")        Dim DB As New VTLGeneral.Database()        Dim rsOHLCV As New VTLGeneral.RecordSet()        Dim RecordCount As Integer        Dim m_Recordset As VTLGeneral.RecordSet        Dim _historyData As object()        Dim output As String        Dim Record As Integer        Dim m_Date As VTLGeneral.Field        Dim m_Open As VTLGeneral.Field        Dim m_High As VTLGeneral.Field        Dim m_Low As VTLGeneral.Field        Dim m_Close As VTLGeneral.Field        Dim j As Integer = 0        Dim i As Integer = 0        Dim _recordCount As Integer =100                m_Recordset = DB.CreateRecord        m_Open = New VTLGeneral.Field        m_High = New VTLGeneral.Field        m_Low = New VTLGeneral.Field        m_Close = New VTLGeneral.Field         DB.RecordCount = _recordCount        RecordCount = _recordCount         'Initialize Recordsets        m_Open.initialize(_recordCount, "Open")        m_High.initialize(_recordCount, "High")        m_Low.initialize(_recordCount, "Low")        m_Close.initialize(_recordCount, "Close")        'load high, low ,open and data         _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_HIGH, _recordCount)          For i  = 1 To _recordCount-1                m_High.setValue(i,_historyData(i))         Next         _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_LOW, _recordCount)         For i  = 1 To _recordCount-1                m_Low.setValue(i,_historyData(i))        Next         _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_OPEN, _recordCount)         For i  = 1 To _recordCount-1                m_Open.setValue(i,_historyData(i))        Next         _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_CLOSE, _recordCount)         For i  = 1 To _recordCount-1                m_Close.setValue(i,_historyData(i))        Next          m_Recordset.addField(m_Open)        m_Recordset.addField(m_High)        m_Recordset.addField(m_Low)        m_Recordset.addField(m_Close)         'CMO indicator        Dim _indRecord As New VTLGeneral.RecordSet()        Dim gnl As New VTLGeneral.General()        _indRecord = gnl.StandardDeviation(DB,m_High,14,10,1,"StandardDeviation")         For i = 1 To DB.getRecordCount                output = output  &  CSTR(_indRecord.getValue("StandardDeviation", i) ) & vbcrlf        Next         GUI.MsgDialog(output) End Sub  

See Also

• Typical Price
• Volume Rate of Change (ROC)
• Weighted Close

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