Variance - indicator for MetaTrader 4




Variance - indicator for MetaTrader 4


The standard deviation is a measure of how much a dataset differs from its mean; it tells us how dispersed the data are. A dataset that’s pretty much clumped around a single point would have a small standard deviation, while a dataset that’s all over the map would have a large standard deviation.

Given a sample the standard deviation is defined as the square root of the variance

Here you can find a Welford’s method for computing (single pass method) that avoids errors in some cases (if the variance is small compared to the square of the mean, and computing the difference leads catastrophic cancellation where significant leading digits are eliminated and the result has a large relative error)




Download Variance - indicator for MetaTrader 4




Related News




Latest News
Trump asks Supreme Court to block disclosure of financial records to Congress
15.11.2019 20:15
WASHINGTON (Reuters) - President Donald Trump on Friday asked the U.S. Supreme Court to block a ruling that would require an accounting firm to hand over his financial records to a Democratic-led U.S. House of Representatives committee, one of his lawyers said. Trump turned to the high court after the U.S. Court of Appeals for the District of
Read more
California, other U.S. states sue to block EPA from revoking state emissions authority
15.11.2019 20:12
By David Shepardson WASHINGTON (Reuters) - California and 22 other U.S. states filed suit on Friday to challenge the Trump administration's decision to revoke California's authority to set stiff vehicle tailpipe emissions rules and require a rising number of zero emission vehicles (ZEV). The lawsuit, filed in the U.S. Court of Appeals
Read more
U.S. Supreme Court to hear Google bid to end Oracle copyright suit
15.11.2019 20:09
By Andrew Chung WASHINGTON (Reuters) - The U.S. Supreme Court on Friday agreed to hear Google's bid to escape Oracle (NYSE:ORCL) Corp's multi-billion dollar lawsuit accusing Google of infringing software copyrights to build the Android operating system that runs most of the world's smartphones. Google has appealed a lower court
Read more
Alphabet features self-driving garbage cans, apartment noise monitors in Toronto smart city project
15.11.2019 20:06
By Moira Warburton TORONTO (Reuters) - Alphabet's (O:GOOGL) Sidewalk Labs has provided more details on the technology it intends to use to develop a futuristic smart city in Toronto, which includes self-driving garbage cans and infra-red sensors to track foot traffic in stores, a document released by the company on Friday said. Sidewalk,
Read more
ECB's Lagarde has pledged to seek dialogue: Stournaras
15.11.2019 20:03
THESSALONIKI, Greece (Reuters) - The European Central Bank's new President Christine Lagarde has pledged to seek dialogue when there are disagreements on the policy-setting Governing Council, ECB policymaker Yanis Stournaras said on Friday. Lagarde was urged to make decisions at the ECB more consensual at a retreat she convened this week
Read more