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

optInTimePeriod — Window length
optInNbDev — Multiplier applied to the standard deviation

Implementation

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

Native	File
C	`ta_STDDEV.c`
Rust	`stddev.rs`
Java	`Core.java`

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

Aliases

Standard Deviation, SD, sigma