Standard Deviation


Function Name: std_dev

Tags: Statistics

Category: Volatility

The Standard Deviation indicator is a statistical measurement of volatility. It is derived by calculating an n-time period Simple Moving Average of the data item; summing the squares of the difference between the data item and its Moving Average over each of the preceding n-time periods; dividing this sum by n and calculating the square root of this result.

Standard deviation is a statistical concept that illustrates how a specific set of values spread around an average value. This statistical tool is used in several analysis techniques such as Bollinger Bands.







Default Value: 5  |  Minimum: 1  |  Maximum: 9999


Type: Numeric



Default Value: 0


Type: Boolean