Herman, Mike, all - just checking in and think I can offer a quick
suggestion and some code that I have handy.
1. StDev() is a function that is not implemented as a variable period
function, but can be with a slight caveat. Because this uses an
alternative, but algebraically equivalent formulation, that employs a
"data^2" term, it loses precision at about the 5th significant digit.
That is close enough for most work, though. So, anyway, this one liner
function will give a fast, variable period StDev ( IOW, vper can be a
varying array) -
function StDevVarPer( data, Vper )
{
return sqrt( MA( data ^ 2, vper ) - MA( data, vper ) ^ 2 );
}
2. This is fast even with large numbers of 1 minute bars, but it is
usually best to control QuickAFL with a statement like the following as
the LAST STATEMENT in the program to yield maximum performance -
SetBarsRequired( 500, 0 );
Remember that with QuickAFL in an indicator, the first execution after
an edit or insert passes the entire array to set the bar requirement,
then QuickAFL is in force on a subset.
-- BruceR
