STDDEV

Summary

Rolling standard deviation of a series over a window, scaled by a deviations multiplier. Delegates to VAR, then takes the square root.

Formula

$\sigma_i = \sqrt{\mathrm{VAR}_i}\cdot nbDev$, where $\mathrm{VAR}_i = \frac{1}{N}\sum x^2 - \left(\frac{1}{N}\sum x\right)^2$ (population variance, $N=$ timePeriod)

Notes

• Uses population variance (divides by the period, not period minus one), so results differ slightly from the sample standard deviation used by some tools.

Inputs

• inReal — Series to measure dispersion of

Outputs

• outReal — Standard deviation at each bar, scaled by optInNbDev

Parameters

Parameter	Type	Default	Accepted values	Description
optInTimePeriod	integer	5	2–100000	Window length
optInNbDev	real	1	any real	Multiplier applied to the standard deviation

Properties

Numerical Stability: Start-Independent

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

Implementation

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

Native	File
C	ta_STDDEV.c
Rust	stddev.rs
Java	Core_STDDEV.java

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

Aliases

Standard Deviation, SD, sigma

See Also

VAR · BBANDS · SMA