Abbreviation: SelectiveStndDev
Category: Selective Calculation
Input Parameters:
| Name | Range | Default |
| Time Series | ||
| Condition | ||
| Periods | Int >= 2 | 10 |
Calculation:
Square root of Variance(X, n) calculated over the last n periods where the condition was true
where
X = Time Series
n = Periods
Variance represents Variance
Discussion:
Analyzes only the time periods for which the condition is true and provides a measure of the time series volatility over the last n of those time periods.