Trend indicators
Standard Deviation (indicator)
Measures how widely prices have been spreading around their average: a simple volatility gauge.
Die Idee in einfachen Worten
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.
So wird gerechnet
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)Anwendung
- 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.
Schlüsse ziehen
- SD is not directional: a sharp rally and a sharp fall both raise it.
Beispiel
EURUSD's 20-day SD falls to its lowest level of the year; two days later a central bank surprise sends it up threefold.
Kurse in Beispielen dienen der Veranschaulichung.
Worauf man achten sollte
- One huge candle can lift SD for the whole period afterwards.
Ein wenig Geschichte
The term was introduced by the statistician Karl Pearson in 1894; it is also the engine behind Bollinger Bands.
Nur Bildungsinhalte. Kein Indikator und kein Muster sagt die Zukunft voraus, und nichts hier ist eine Anlageberatung.