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Category
Multi-Bar Functions
Description
Adaptive Exponential Standard Deviation
Syntax
AESD(expr, factor)
Parameters
expr - data series formula
factor - weighting factor formula
Notes
This function calculates a standard deviation of values as an exponential series using a constant weighting factor represented as a bar count.
As with the ESD function, the weighting factor is used both to calculate an exponential mean of values and one of squared differences.
As with the AEMA function, the factor is equivalent to 2 / (count + 1) of an ESD and is reevaluated for every bar of the calculation, thus making it adaptive.
This function supports ultra-fast one-pass calculation when used in the Data Section with a non-variable count.
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