龙听期货论坛's Archiver

龙听 发表于 2022-11-2 11:13

【NormCumDensity】

[code]inputs: PriceValue( numericseries ), Len( numericsimple ) ;
variables: var0( 0 ), var1( 0 ) ;

var0 = Average( PriceValue, Len ) ;
var1 = StandardDev( PriceValue, Len, 2 ) ;

if var1 > 0 then
        NormCumDensity = NormSCDensity( ( PriceValue - var0 ) / var1 )
else
        NormCumDensity = -1 ;
[/code]

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