The WU_MStDev (Moving Standard Deviation) is an indicator that calculates the standard deviation of the last N values, where N is the window size. More...

#include <indicators.h>

Data Fields
double(*	update )(struct WU_MStDev_ *self, double value)
void(*	delete )(struct WU_MStDev_ *self)
double	value
WU_MVar	mvar

Detailed Description

The WU_MStDev (Moving Standard Deviation) is an indicator that calculates the standard deviation of the last N values, where N is the window size.

It is used to measure the volatility of a time series. dof stands for "degree of freedom" and is used to adjust the standard deviation calculation. If dof is 0, the standard deviation is calculated using the population standard deviation formula. If dof is 1, the standard deviation is calculated using the sample standard deviation formula.

Definition at line 141 of file indicators.h.

Field Documentation

◆ delete

void(* WU_MStDev::delete) (struct WU_MStDev_ *self)

Definition at line 143 of file indicators.h.

◆ mvar

WU_MVar WU_MStDev::mvar

Definition at line 145 of file indicators.h.

◆ update

double(* WU_MStDev::update) (struct WU_MStDev_ *self, double value)

Definition at line 142 of file indicators.h.

◆ value

double WU_MStDev::value

Definition at line 144 of file indicators.h.

The documentation for this struct was generated from the following file:

include/wu/indicators.h