Standard Error (StdError)

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Standard Error (StdError)

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Description

The standard error of a method of measurement or estimation is the standard deviation of the sampling distribution associated with the estimation method. The term may also be used to refer to an estimate of that standard deviation, derived from a particular sample used to compute the estimate.

 

... Courtesy of Wikipedia

 

 

Syntax

StdError(int period)
StdError(ISeries<double> input, int period)

 

Returns default value which is the mid line (also known as linear regression)
StdError(int period)[int barsAgo]
StdError(ISeries<double> input, int period)[int barsAgo]

 

Returns upper value
StdError(int period).Upper[int barsAgo]
StdError(ISeries<double> input, int period).Upper[int barsAgo]

 

Returns lower value
StdError(int period).Lower[int barsAgo]
StdError(ISeries<double> input, int period).Lower[int barsAgo]

 

 

Return Value

double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.

 

 

Parameters

input

Indicator source data (?)

period

Number of bars used in the calculation

 

 

Examples

ns

// Prints the current upper value of a 20 period StdError using default price type
double value = StdError(20).Upper[0];
Print("The current upper Standard Error value is " + value.ToString());

 

 

Source Code

You can view this indicator method source code by selecting the menu New > NinjaScript Editor > Indicators within the NinjaTrader Control Center window.