=========================
Weekly Standard Deviation
=========================

A prerequisite for this indicator is Jose Silva's "Calendar Week
counter".
"Weekly Standard Deviation" plots the weekly standard
deviation (or multiple) signal on any daily chart.

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  {Weekly Standard Deviation}
  {© 2004 Roy Larsen, rlarsen@man.quik.co.nz}
  {for use on daily charts with
   Jose Silva's "Calendar Week counter"}
N:=Input("Weekly Standard Deviation Periods",2,26,10);
X:=Input("Deviations",0,9,2);
F:=Input("End of Week,  5=Friday  6=Saturday  7=Sunday",5,7,5);
Q:=Input("Display Mode,  0=Static  1=Dynamic  2=Test",0,2,2);
  {0=Display, update on Friday when possible}
  {1=Display, update on each new bar}
  {2=Backtest, update on first bar of new week}
G:=LastValue(Highest(Sum(DayOfWeek()=F,5))=5);
I:=Fml("Calendar Week counter");
I:=Abs(I-ValueWhen(2-G,1,I)); M:=G OR I>0;
F:=G OR (DayOfWeek()=F AND I=0);
A:=LastValue(Cum(1)-1)=Cum(1);
B:=LastValue(Cum(1))=Cum(1);
J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
J:=If(A+LastValue(J)>2 OR B+(Q=1)=2,1,J);
J:=If(G,1,If(Q=2 OR Cum(J)<=1,M*2,J));
K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
M:=(Cum(If(J,K,0))-ValueWhen(N+1,J,Cum(If(J,K,0))))/N;
N1:=LastValue((N>5)*5);  N2:=LastValue((N>10)*10);
N3:=LastValue((N>15)*15);  N4:=LastValue((N>20)*20);
Y:=Power(M-ValueWhen(1,J,K),2)+
Power(M-ValueWhen(2,J,K),2)+
(N>2)*Power(M-ValueWhen(3,J,K),2)+
(N>3)*Power(M-ValueWhen(4,J,K),2)+
(N>4)*Power(M-ValueWhen(5,J,K),2)+
(N>5)*Power(M-ValueWhen(N1+1,J,K),2)+
(N>6)*Power(M-ValueWhen(N1+2,J,K),2)+
(N>7)*Power(M-ValueWhen(N1+3,J,K),2)+
(N>8)*Power(M-ValueWhen(N1+4,J,K),2)+
(N>9)*Power(M-ValueWhen(N1+5,J,K),2)+
(N>10)*Power(M-ValueWhen(N2+1,J,K),2)+
(N>11)*Power(M-ValueWhen(N2+2,J,K),2)+
(N>12)*Power(M-ValueWhen(N2+3,J,K),2)+
(N>13)*Power(M-ValueWhen(N2+4,J,K),2)+
(N>14)*Power(M-ValueWhen(N2+5,J,K),2)+
(N>15)*Power(M-ValueWhen(N3+1,J,K),2)+
(N>16)*Power(M-ValueWhen(N3+2,J,K),2)+
(N>17)*Power(M-ValueWhen(N3+3,J,K),2)+
(N>18)*Power(M-ValueWhen(N3+4,J,K),2)+
(N>19)*Power(M-ValueWhen(N3+5,J,K),2)+
(N>20)*Power(M-ValueWhen(N4+1,J,K),2)+
(N>21)*Power(M-ValueWhen(N4+2,J,K),2)+
(N>22)*Power(M-ValueWhen(N4+3,J,K),2)+
(N>23)*Power(M-ValueWhen(N4+4,J,K),2)+
(N>24)*Power(M-ValueWhen(N4+5,J,K),2)+
(N>25)*Power(M-ValueWhen(N4+6,J,K),2);
X*Sqrt(Y/N);

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