【NormDensityArray】
[code]inputs: PriceValue( numericseries ), Len( numericsimple ) ;variables: var0( 2.506628275 ), var1( 0 ), var2( 0 ) ;
var1 = Average( PriceValue, Len ) ;
var2 = StandardDev( PriceValue, Len, 2 ) ;
if var2 > 0 then
NormDensity = 1 / ( var0 * var2 )* ExpValue( - Square( PriceValue - var1 ) /
( 2 * Square( var2 ) ) ) ;
[/code]
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