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Trend indicators

Standard Deviation (indicator)

Measures how widely prices have been spreading around their average: a simple volatility gauge.

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用通俗的话解释

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.

计算方法

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)

如何使用

  • 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.

得出结论

  • SD is not directional: a sharp rally and a sharp fall both raise it.

示例

EURUSD's 20-day SD falls to its lowest level of the year; two days later a central bank surprise sends it up threefold.

示例中的价格仅作说明。

注意事项

  • One huge candle can lift SD for the whole period afterwards.

一点历史

The term was introduced by the statistician Karl Pearson in 1894; it is also the engine behind Bollinger Bands.

仅供学习参考。 没有任何指标或形态能预测未来，本页内容均不构成投资建议。