Summary
The Standard Deviation indicator shows volatility.
Syntax
public StandardDeviation StandardDeviation(DataSeries source, int periods, MovingAverageType maType)
Parameters
Name | Description |
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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; }