StErr ( IDataHolder data , int length );
Default values:
length: 12
Description
Returns the standard error calculated for the last length
bars from current bar. Returns the standard deviation between data
and linear regression of data.
Input parameters
Parameter | Default value | Description |
---|---|---|
data | - | Defines the variable for which the standard error is calculated. |
length | 12 | Defines the period on which the standard error is calculated. |
Example
declare lower;
input length = 10;
plot StdError = StErr(close, length);
The example calculates the standard error of close values for the defined number of bars.