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01-15-2010, 02:36 AM
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#1 |
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Senior Member
Join Date: Nov 2008
Location: UK
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StdDev - bug or feature
The StdDev indicator uses n rather than n-1 as the denominator. Is this a feature, or a bug, and if a feature, what is the thinking behind it.
thanks Dave |
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01-15-2010, 08:34 AM
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
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Dave, I believe this is because the formula implements the standard deviation of the sample (so without Bessel's correction applied).
Bertrand
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