Standard Deviation (StdDev)
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In probability theory and statistics, standard deviation is a measure of the variability or dispersion of a population, a data set, or a probability distribution. A low standard deviation indicates that the data points tend to be very close to the same value (the mean), while high standard deviation indicates that the data are “spread out” over a large range of values.
... Courtesy of Wikipedia
StdDev(int period)
StdDev(ISeries<double> input, int period)
Returns default value
StdDev(int period)[int barsAgo]
StdDev(ISeries<double> input, int period)[int barsAgo]
double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.
input |
Indicator source data (?) |
period |
Number of bars used in the calculation |
// Prints the current value of a 20 period StdDev using default price type |
You can view this indicator method source code by selecting the menu New > NinjaScript Editor > Indicators within the NinjaTrader Control Center window.