Site map
العربية Български 中文 Čeština English Français Deutsch हिन्दी Bahasa Indonesia Italiano Bahasa Malay اردو Polski Português Română Русский Srpski Slovenský Español ไทย Nederlands Українська Vietnamese বাংলা Ўзбекча O'zbekcha Қазақша

InstaForex Client Area

  • Personal settings
  • Access to all InstaForex services
  • Detailed statistics and reports on trades
  • Full range of financial transactions
  • System of managing several accounts
  • Maximum data protection

InstaForex Partner Area

  • Full information on clients and commissions
  • Graphic statistics on accounts and clicks
  • Webmaster instruments
  • Ready-made web solutions and wide range of banners
  • High data protection level
  • Company's news, RSS feeds, and forex informers
Register account
Affiliate Program
cabinet icon

Another Lamborghini from InstaForex!Maybe it will be you who will take the keys!

Just make a deposit of at least $1,000 to your account!

Get the best trading conditions and attractive bonus offers! We have already given 6 legendary sports cars! But it does not stop there! The next Lamborghini Huracan of the latest generation may be yours!

InstaForex – invest in your victories!

Instant account opening

Get a letter of instructions
toolbar icon

Trading Platform

For mobile devices

For trading via browser

Standard Deviation indicator: Beschreibung, Einstellung und Anwendung

Standard Deviation (StdDev) is a technical indicator that is used for determination of trend and market volatility. This indicator measures range of fluctuations against the moving average. Standard Deviation is often used as a part of other technical indicators.

For example, when calculating Bollinger Bands, you add value of Standard Deviation to the moving average.

The market can be considered volatile if the value of the indicator is high and the prices of bars vary and are scattered far from the moving average. If the market is flat, then the prices of bars are close to the moving average, which indicate low volatility.

Price movements sequentially switch from periods of ease to bursts of activity and back, so the strategy for analysis of the Standard Deviation indicator is simple. If the value of the indicator is too low, that is, the market is flat, then you should expect a spike in activity. And vice versa, if the indicator shows an extremely high value, then quite soon the market will descend to a state of rest.

Standard Deviation

Calculation

StdDev (i) = SQRT (AMOUNT (j = i - N, i) / N)

AMOUNT (j = i - N, i) = SUM ((ApPRICE (j) - MA (ApPRICE (i), N, i)) ^ 2), where:

StdDev (i) — standard deviation of the current bar;

SQRT — square root;

AMOUNT(j = i - N, i) — sum of squares of j = i - N to i;

N — period of smoothing;

ApPRICE (j) — applied price of the j bar;

MA (ApPRICE (i), N, i) — any moving average of the current bar for the N periods;

ApPRICE (i) — applied price of the current bar.

   Back to the list of indicators   
Back to the list of indicators