Trend indicators
Standard Deviation (indicator)
Measures how widely prices have been spreading around their average: a simple volatility gauge.
الفكرة بكلمات بسيطة
If closes stay close to their average, the market is calm; if they scatter far from it, the market is volatile. Standard deviation puts one number on that scatter, in the same units as the price.
طريقة الحساب
For each of the last N closes, take its distance from the moving average, square it, average those squares and take the square root.
SD = √( Σ (close − MA)² ÷ N ) (default N = 20)كيفية الاستخدام
- Rising SD: volatility is increasing (often in breakouts or sell-offs).
- Very low SD: unusually quiet, often before a big move.
- Size positions and stops: wider stops when SD is high.
استخلاص النتائج
- SD is not directional: a sharp rally and a sharp fall both raise it.
مثال
EURUSD's 20-day SD falls to its lowest level of the year; two days later a central bank surprise sends it up threefold.
الأسعار في الأمثلة للتوضيح.
ما يجب الانتباه إليه
- One huge candle can lift SD for the whole period afterwards.
لمحة تاريخية
The term was introduced by the statistician Karl Pearson in 1894; it is also the engine behind Bollinger Bands.
محتوى تعليمي فقط. لا يتنبأ أي مؤشر أو نمط بالمستقبل، ولا شيء هنا يُعد نصيحة استثمارية.