StErr ( IDataHolder data, int length);

Default values:

length: 12


Returns the standard error calculated for the last length bars from current bar. Returns the standard deviation between data and linear regression of data.

Input parameters

Parameter Default value Description
data - Defines the variable for which the standard error is calculated.
length 12 Defines the period on which the standard error is calculated.


declare lower;
input length = 10;
plot StdError = StErr(close, length);

The example calculates the standard error of close values for the defined number of bars.