Skip to main content

slow_sd

Function slow_sd 

Source
pub fn slow_sd(
    bars: &[OHLCV],
    dates: &[NaiveDate],
    monthly: bool,
) -> Vec<[f64; 6]>
Expand description

SD’s reading on slower bars (weekly or monthly), mapped back to days.

Day i sees only completed slow bars: the last week (or month) that ended before the one day i belongs to. Unusable values become 0 (neutral), so a young listing is not dropped, merely uninformed.