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ta.stdev() - Pine Script Function

source (series int/float) Series of values to process.

ta.stdev(source, length, biased) → series float
NameTypeDescription
sourceseries int/floatSeries of values to process.

Standard deviation.

  • If biased is true, function will calculate using a biased estimate of the entire population, if false - unbiased estimate of a sample.
//@version=6
indicator("ta.stdev")
plot(ta.stdev(close, 5))//the same on pineisZero(val, eps) => math.abs(val) <= epsSUM(fst, snd) => EPS = 1e-10 res = fst + snd
if isZero(res, EPS) res := 0
else
if not
isZero(res, 1e-4) res := res
else 15pine_stdev(src, length) => avg = ta.sma(src, length) sumOfSquareDeviations = 0.0
for i = 0 to length - 1 sum =
SUM(src[i], -avg) sumOfSquareDeviations := sumOfSquareDeviations + sum * sum stdev = math.sqrt(sumOfSquareDeviations / length)
plot(pine_stdev(close, 5))