Standard Error Over Period

Function Prototype

/* Standard Error Over Period */
/* Type: math */
/* Input arrays: 1    Options: 1    Output arrays: 1 */
/* Inputs: real */
/* Options: period */
/* Outputs: stderr */
int ti_stderr_start(TI_REAL const *options);
int ti_stderr(int size,
      TI_REAL const *const *inputs,
      TI_REAL const *options,
      TI_REAL *const *outputs);

Description

This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.

The Standard Error Over Period indicator calculates the standard error of the input mean over a moving window.

It takes one parameters: the period n.

See Also

• Standard Deviation Over Period
• Variance Over Period
• Annualized Historical Volatility

References

• Achelis, S. (2000) Technical Analysis from A to Z, 2nd Edition
• Wikipedia: Standard Deviation

Example Usage

Calling From C

/* Example usage of Standard Error Over Period */
/* Assuming that 'input' is a pre-loaded array of size 'in_size'. */
TI_REAL *inputs[] = {input};
TI_REAL options[] = {5}; /* period */
TI_REAL *outputs[1]; /* stderr */

/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_stderr_start(options);

/* Allocate memory for output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* stderr */

/* Run the actual calculation. */
const int ret = ti_stderr(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Standard Error Over Period
stderr = ti.stderr(input, 5)

Example Calculation

period = 5

Chart

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