Variance (VAR)

Summary

Rolling population variance of a real series over a given period. Measures dispersion of values around their mean. Higher values indicate greater dispersion; 0 means constant input.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outReal: line · zero · positive

Formula

$\mathrm{VAR} = \frac{1}{n}\sum x_i^2 - \left(\frac{1}{n}\sum x_i\right)^2$ , over the last $n$ = optInTimePeriod values (population, divides by $n$ ).

Notes

Computes population variance (divides by the period), not the sample variance (n-1) used by some definitions.
The deviation-count parameter is accepted but has no effect on the result.

Inputs

inReal — Source series

Outputs

outReal — Rolling population variance

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	5	1–100000	Window length for the variance
`optInNbDev`	real	1	any real	Deviation count accepted by the API but never used in the computation

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_VAR( 0, n - 1, series, 5, 1.0, &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.var(0, series.len() - 1, &series, 5, 1.0, &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.var(0, series.length - 1, series, 5, 1.0, 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.Var(0, series.Length - 1, series, 5, 1.0, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { var_ } from 'ta-lib';

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

const { begIdx, values } = var_(series, { timePeriod: 5, nbDev: 1 });
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: var.c · var.yaml

Native	File
C	`ta_VAR.c`
Rust	`var.rs`
Java	`Core_VAR.java`
C#	`Core_VAR.cs`
TypeScript	`var.ts`

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

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

Aliases

Variance