//+-------------------------------------------------------------------+
//|                                Made/Modified by Alejandro Galindo |
//|                                                                   |
//|       				  If this work/modification is helpful to you |
//|                      send me a PayPal donation to ag@elcactus.com |
//|                                         any help is apreciated :) |
//|                                                           Thanks. |
//+-------------------------------------------------------------------+
/*[[
	Name := Standard Deviation
	Author := Copyright © 2005  Alejandro Galindo
	link := http://www.elCactus.com
	Separate Window := Yes
	First Color := MediumSeaGreen
	First Draw Type := Line
	First Symbol := 217
	Use Second Data := No
	Second Color := Red
	Second Draw Type := Line
	Second Symbol := 218
]]*/
Input: StdDevPeriod(10);
Input: BarsCount(500);

Var: shift(0);
Var: Avg(0), Sum(0), StdDev(0), SumSqr(0), DevSqr(0), TotalDev(0);
Var: i(0), bars_(0);

SetLoopCount(0);

if BarsCount > 0 then {
	if BarsCount > Bars then {bars_ = Bars;}
	else {bars_ = BarsCount;}
}
else {bars_ = Bars;};

If StdDevPeriod<=0 then 
{
	SetIndexValue(0, 0);	
	Exit;
}

// loop from first bar to current bar (with shift=0)
For shift=bars_ Downto 0 Begin
	
	Avg=iMA(StdDevPeriod,MODE_SMA,shift);	
	
	SumSqr = 0;
	i=0;
	For i=0 To StdDevPeriod-1 Begin
		SumSqr = SumSqr + (Close[shift+i] - Avg) * (Close[shift+i] - Avg);				
	End;
	
	StdDev = Sqrt(SumSqr / StdDevPeriod);	
		
	SetIndexValue(shift, StdDev);		
End;