Standard Deviation Channels
Standard Deviation Channels are prices ranges based on an linear regression centerline and standard deviations band widths. [Discuss] 💬
// usage IEnumerable<StdDevChannelsResult> results = quotes.GetStdDevChannels(lookbackPeriods, stdDeviations);
int - Size (
N) of the evaluation window. Must be
null or greater than 1 to calculate. A
null value will produce a full
quotes evaluation window (see below). Default is 20.
double - Width of bands. Standard deviations (
D) from the regression line. Must be greater than 0. Default is 2.
Historical quotes requirements
You must have at least
N periods of
quotes to cover the warmup periods.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- Up to
N-1periods will have
nullvalues since there’s not enough data to calculate.
👉 Repaint warning: Historical results are a function of the current period window position and will fluctuate over time. Recommended for visualization; not recommended for backtesting.
DateTime - Date from evaluated
double - Linear regression line (center line)
double - Upper line is
D standard deviations above the center line
double - Lower line is
D standard deviations below the center line
bool - Helper information. Indicates first point in new window.
See Utilities and helpers for more information.
Alternative depiction for full quotes variant
If you specify
null for the
lookbackPeriods, you will get a regression line over the entire provided
This indicator may be generated from any chain-enabled indicator or method.
// example var results = quotesEval .Use(CandlePart.HL2) .GetStdDevChannels(..);
Results cannot be further chained with additional transforms.