IIndicatorsAccessor.StandardDeviation

method · IIndicatorsAccessor · cAlgo.API.Internals

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The Standard Deviation indicator shows volatility.

Definition

C#Python

StandardDeviation StandardDeviation(DataSeries source, int periods, MovingAverageType maType)

api.Indicators.StandardDeviation(source: DataSeries, periods: int, maType: MovingAverageType) -> StandardDeviation

Parameters

Name	C# type	Python type	Description
`source`	`DataSeries`	`DataSeries`	The source data used for calculation.
`periods`	`int`	`int`	The value of the periods used for calculation.
`maType`	`MovingAverageType`	`MovingAverageType`	Type of the Moving Average.

Returns StandardDeviation — Standard Deviation indicator instance

Examples

C#Python

var standardDeviation = Indicators.StandardDeviation(Bars.ClosePrices, 20, MovingAverageType.Simple);
if (standardDeviation.Result.Last(1) > standardDeviation.Result.Last(2))
    Print("Volatility is increasing: {0}", standardDeviation.Result.Last(1));

standardDeviation = api.Indicators.StandardDeviation(api.Bars.ClosePrices, 20, MovingAverageType.Simple)
if standardDeviation.Result.Last(1) > standardDeviation.Result.Last(2):
    api.Print(f"Volatility is increasing: {standardDeviation.Result.Last(1)}")