StandardDeviation

private StandardDeviation _standardDeviation;
protected override void Initialize()
{
    _standardDeviation = Indicators.StandardDeviation(Bars.ClosePrices, 14, MovingAverageType.Simple);
}
public override void Calculate(int index)
{
    double result = _standardDeviation.Result[index];
}

import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *
import math

class Test():
    def initialize(self):
        self.standardDeviation = api.Indicators.StandardDeviation(api.Bars.ClosePrices, 14, MovingAverageType.Simple)

    def calculate(self, index):
        result = self.standardDeviation.Result[index]

using cAlgo.API;
using cAlgo.API.Indicators;
using System;

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Standard Deviation indicator
    public partial class StandardDeviationSample : Robot
    {
        private double _volumeInUnits;

        private StandardDeviation _standardDeviation;

        private SimpleMovingAverage _simpleMovingAverage;

        public Position[] BotPositions
        {
            get
            {
                return Positions.FindAll(Label);
            }
        }

        protected override void OnStart()
        {
            _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);

            _standardDeviation = Indicators.StandardDeviation(Bars.ClosePrices, 20, MovingAverageType.Simple);
            _simpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 14);
        }

        protected override void OnBar()
        {
            if (Bars.ClosePrices.HasCrossedAbove(_simpleMovingAverage.Result, 0))
            {
                ClosePositions(TradeType.Sell);

                ExecuteOrder(TradeType.Buy);
            }
            else if (Bars.ClosePrices.HasCrossedBelow(_simpleMovingAverage.Result, 0))
            {
                ClosePositions(TradeType.Buy);

                ExecuteOrder(TradeType.Sell);
            }
        }

        private void ClosePositions(TradeType tradeType)
        {
            foreach (var position in BotPositions)
            {
                if (position.TradeType != tradeType) continue;

                ClosePosition(position);
            }
        }

        private void ExecuteOrder(TradeType tradeType)
        {
            var standardDeviationInPips = _standardDeviation.Result.Last(1) * (Symbol.TickSize / Symbol.PipSize * Math.Pow(10, Symbol.Digits));

            var stopLossInPips = standardDeviationInPips * 2;
            var takeProfitInPips = stopLossInPips * 2;

            ExecuteMarketOrder(tradeType, SymbolName, _volumeInUnits, Label, stopLossInPips, takeProfitInPips);
        }
    }
}

import clr

clr.AddReference("cAlgo.API")

# Import cAlgo API types
from cAlgo.API import *

# Import trading wrapper functions
from robot_wrapper import *

class StandardDeviationSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.standardDeviation = api.Indicators.StandardDeviation(api.Bars.ClosePrices, 20, MovingAverageType.Simple)
        self.simpleMovingAverage = api.Indicators.SimpleMovingAverage(api.Bars.ClosePrices, 14)

    def on_bar_closed(self):
        if Functions.HasCrossedAbove(api.Bars.ClosePrices, self.simpleMovingAverage.Result, 0):
            self.close_positions(TradeType.Sell)
            self.execute_order(TradeType.Buy)
        elif Functions.HasCrossedBelow(api.Bars.ClosePrices, self.simpleMovingAverage.Result, 0):
            self.close_positions(TradeType.Buy)
            self.execute_order(TradeType.Sell)

    def get_bot_positions(self):
        return api.Positions.FindAll(api.Label)

    def close_positions(self, tradeType):
        for position in self.get_bot_positions():
            if position.TradeType != tradeType:
                continue
            api.ClosePosition(position)

    def execute_order(self, tradeType):
        standardDeviationInPips = self.standardDeviation.Result.Last(1) * (api.Symbol.TickSize / api.Symbol.PipSize * pow(10, api.Symbol.Digits))
        stopLossInPips = standardDeviationInPips * 2
        takeProfitInPips = stopLossInPips * 2
        api.ExecuteMarketOrder(tradeType, api.SymbolName, self.volumeInUnits, api.Label, stopLossInPips, takeProfitInPips)

{
  "AccessRights": "None",
  "TimeZone": "UTC",
  "Parameters": [
    {
      "Name": "VolumeInLots",
      "DisplayName": "Volume (Lots)",
      "Type": "Double",
      "DefaultValue": 0.01
    },
    {
      "Name": "Label",
      "Type": "String",
      "DefaultValue": "Sample"
    }
  ]
}