Standard Deviation · Centro de ayuda | TradersWeek

Standard deviation measures how far price disperses from its N-bar mean — the raw statistical building block behind volatility bands. Rising values warn of expanding volatility (bigger risk, smaller position sizing); low, contracting readings often precede breakouts. Copy the version for your platform.

Pine Script

//@version=5
indicator("Standard Deviation", overlay=false)
length = input.int(20, "Length")
dev = ta.stdev(close, length)
plot(dev, title="StdDev", color=color.navy, linewidth=2)

MQL4 · StdDev.mq4

#property indicator_separate_window
#property indicator_buffers 1

extern int Dev_Period = 20;
double DevBuffer[];

int OnInit() {
  SetIndexBuffer(0, DevBuffer);
  return 0;
}

int OnCalculate(const int rates_total, const int prev_calculated, const double &close[]) {
  for (int i = prev_calculated; i < rates_total; i++)
    DevBuffer[i] = iStdDev(NULL, 0, Dev_Period, 0, MODE_SMA, PRICE_CLOSE, i);
  return rates_total;
}

MQL5 · StdDev.mq5

#property indicator_separate_window
#property indicator_buffers 1

input int Dev_Period = 20;
double DevBuffer[];

int OnInit() {
  SetIndexBuffer(0, DevBuffer);
  return INIT_SUCCEEDED;
}

int OnCalculate(const int rates_total, const int prev_calculated,
  const datetime &time[], const double &open[], const double &high[],
  const double &low[], const double &close[], const long &tick_volume[],
  const long &volume[], const int &spread[]) {
  for (int i = prev_calculated; i < rates_total; i++)
    DevBuffer[i] = iStdDev(NULL, 0, Dev_Period, 0, MODE_SMA, PRICE_CLOSE, i);
  return rates_total;
}

EasyLanguage

inputs: Length(20);
variables: Dev(0);
Dev = StandardDev(Close, Length, 1);
Plot1(Dev, "Standard Deviation");

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