Summary
The Standard Deviation indicator shows volatility.
Syntax
public StandardDeviation StandardDeviation(DataSeries source, int periods, MovingAverageType maType)
Parameters
| Name | Description |
|---|
Example 1
[Parameter]
public DataSeries Source { get; set; }
[Parameter(DefaultValue = 20)]
public int Period { get; set; }
[Parameter("MA Type", DefaultValue = MovingAverageType.Simple)]
public MovingAverageType MAType { get; set; }
private StandardDeviation sd;
private double previousValue;
protected override void OnStart()
{
sd = Indicators.StandardDeviation(Source, Period, MAType);
previousValue = sd.Result.LastValue;
}
protected override void OnBar()
{
//If StandardDeviation has increased
if (sd.Result.LastValue > previousValue)
{
//Do something
}
//...
previousValue = sd.Result.LastValue;
}