Entered OHLC · price-unit dispersion

Standard Deviation Indicator Calculator

Calculate the MetaTrader-style population dispersion of an applied-price window around its current selected moving average, with every center and variance component visible.

Runs in your browserFour MA methodsPopulation denominator disclosed

Choose the period, MA method and applied price

Use completed OHLC bars from one consistent source. The default is a 20-period EMA over weighted close price.

Entered

One completed bar per line. Separate values with commas, semicolons or tabs. Maximum 500 rows.

Standard Deviation boundary: This page reports dispersion in the same price units as the entered bars. It does not annualize returns, forecast volatility, classify regimes or produce a signal.

Latest Standard Deviation arithmetic

Entered WPR, Standard Deviation and Heiken-Ashi 1.0.0.

Derived
No Standard Deviation calculated yetEnter at least one complete period of ordered OHLC bars, or load the audited example.

How Standard Deviation is calculated

Variance[i] = Σ(Price[j] − MA[i])² ÷ N
Standard Deviation[i] = √Variance[i], for j = i − N + 1 through i

Version 1.0.0 supports simple, exponential, smoothed and linear-weighted moving averages plus close, open, high, low, median, typical and weighted applied prices.

The current moving-average value is the center for every price in the current complete window. Variance divides by N, matching the published MetaQuotes indicator rather than sample variance divided by N minus one.

Assumptions and limits

  • Period must be a whole number from 2 to 200.
  • EMA and SMMA are seeded with the first complete-window simple average; changing the visible history can change later recursive values.
  • The result remains in price units and is not return volatility or an annualized percentage.
  • Rows must use one symbol, timeframe, price convention and broker feed.
  • Volatility regime, expansion, contraction, forecast and recommendation labels are withheld.

Worked example from the audited fixture

Reproduce it with “Load audited example”The 60-bar fixture uses period 20, an EMA and weighted applied price. Latest applied price is 122.064325 and the current EMA center is 117.985323. Population variance across the 20-price window is 2.381794, so Standard Deviation = √2.381794 = 1.543306.

How to interpret the result

The N-divisor deviation measures entered applied-price dispersion around the current declared moving average. It is not N−1 return volatility, and changing the applied price or averaging method changes both the center and deviation.

Frequently asked questions

  • Enter one period, a moving-average method, an applied price and at least one complete period of ordered OHLC bars.
  • Version 1.0.0 supports simple, exponential, smoothed and linear-weighted moving averages.
  • Choose close, open, high, low, median, typical or weighted close price.
  • The selected current moving average is subtracted from each applied price in the current window, squared, summed, divided by N and square-rooted.
  • It divides by N, matching the published MetaQuotes indicator population convention.
  • Both recursive methods start at zero-based index period minus one with the simple average of the first complete window.
  • No. It is price-unit dispersion of the selected applied price and is not a return percentage or annualized statistic.
  • No. Regime, expansion, contraction, forecast, direction, timing, entry and exit interpretations are withheld.

Sources and methodology

Bollinger Bands CalculatorApply a standard-deviation multiple around a moving average.Return Volatility CalculatorMeasure sample dispersion of equal-frequency returns.Chaikin Volatility CalculatorCompare high-low range EMA percentage change.

Compare the chart feed and trading terms

Use one broker feed, symbol and timeframe for every entered observation, and compare the source history with your terminal before relying on a platform match.

XM

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FBS

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FXOpen

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Disclaimer: The results from this tool are estimates for educational and informational purposes only and may differ from your broker's figures. This is not financial or investment advice. Trading forex and CFDs carries a high level of risk and can result in the loss of all your capital. Always verify calculations with your broker and trade within your risk tolerance.