Standard Deviation

Standard Deviation

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Standard Deviation

Variable List Abbreviation: StndDev

 

Variable Mode(s): Standard, Stock, Futures1, and Futures2

[ Note: uses selected close variable in Stock, Futures1, and Futures2 modes ]

 

Parameter(s): StndDev time periods

 

Description:

Measure of volatility over last n (time periods) time periods

 

Calculation:

Sum over n time periods of [(value - n time period average)^2] / n