Average Deviation (AVGDEV)

Summary

Rolling average absolute deviation of a series from its own simple moving average over the last N periods. Measures dispersion around the window mean. Higher values indicate greater spread; zero when all values in the window are equal.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outReal: line

Formula

$mean_t = \frac{1}{N}\sum_{i=0}^{N-1} x_{t-i}$ ; $AVGDEV_t = \frac{1}{N}\sum_{i=0}^{N-1} |x_{t-i} - mean_t|$ (N = optInTimePeriod)

Inputs

inReal — source series

Outputs

outReal — mean absolute deviation over the window

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	14	2–100000	Window length

Properties

Numerical Stability: Start-Independent


☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift


☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double series[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_AVGDEV( 0, n - 1, series, 14, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let series = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.avgdev(0, series.len() - 1, &series, 14, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] series = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.avgdev(0, series.length - 1, series, 14, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.Avgdev(0, series.Length - 1, series, 14, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { avgdev } from 'ta-lib';

const series = new Float64Array(252); // your data, oldest first

const { begIdx, values } = avgdev(series, { timePeriod: 14 });
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.6.0.

TA-Lib Definition: avgdev.c · avgdev.yaml

Native	File
C	`ta_AVGDEV.c`
Rust	`avgdev.rs`
Java	`Core_AVGDEV.java`
C#	`Core_AVGDEV.cs`
TypeScript	`avgdev.ts`

Python: talib.AVGDEV, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Average Deviation, Mean Absolute Deviation, MAD