Average Deviation [ADEV]

Summary:
This indicator script measures the average deviations.

Calculation:
The absolute deviations of the underlying indicator values from the average of the underlying indicator values over a specified number of periods.

	 ' Assign the parameters to script variables.
	_indicatorKey = indicatorKey
	_periods = periods

	 ' Get the values of the underlying indicator, indexed by bar index. 
	Define values() As Number = IndicatorValues(_indicatorKey, barIndex, length + _periods)
	 ' Use for the average value of the indicator values.
	Define averageValue As Number
	 ' Use for the sum of the deviations.
	Define sumDev As Number
	 ' Use for the calculated Average Deviation values, indexed by bar index.
	Define results(length - 1) As Number
	 ' Calculate the Average Deviation values for the specified bar range.
	For i As Integer = length - 1 To 0 Step -1
		 ' Calculate the Average Deviation value for the current bar.
		averageValue = 0
		For j As Integer = i + _periods - 1 To i Step -1
			averageValue += values(j)
		Next
		averageValue = averageValue / length
		sumDev = 0
		For j As Integer = i + _periods - 1 To i Step -1
			sumDev += MathAbs(values(j) - averageValue)
		Next
		 ' Assign the Average Deviation value for the current bar.
		results(i) = sumDev / length
	Next
	Return results