---
url: /indicators/std-dev-channels.md
description: >-
  Standard Deviation Channels are price ranges based on an linear regression
  centerline and standard deviations band widths.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/std-dev-channels
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Standard Deviation Channels

Standard Deviation Channels are prices ranges based on an linear regression centerline and standard deviations band widths.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/368 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<StdDevChannelsResult> results =
  bars.ToStdDevChannels(lookbackPeriods, stdDeviations);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Size (`N`) of the evaluation window.  Must be `null` or greater than 1 to calculate.  A `null` value will produce a full `bars` evaluation window ([see below](#alternative-depiction-for-full-bars-variant)).  Default is 20. |
| `stdDeviations` | *`double`* | Width of bands.  Standard deviations (`D`) from the regression line.  Must be greater than 0.  Default is 2. |

### Historical price bars requirements

You must have at least `N` periods of `bars` to cover the warmup periods.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

## Response

```csharp
IReadOnlyList<StdDevChannelsResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.
* Up to `N-1` periods will have `null` values since there's not enough data to calculate.

> [!WARNING]
> **️🖌️ 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.

### `StdDevChannelsResult`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `Centerline` | *`double`* | Linear regression line (center line) |
| `UpperChannel` | *`double`* | Upper line is `D` standard deviations above the center line |
| `LowerChannel` | *`double`* | Lower line is `D` standard deviations below the center line |
| `BreakPoint` | *`bool`* | Helper information.  Indicates first point in new window. |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods()](/utilities/results.md#remove-warmup-periods)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Alternative depiction for full bars variant

If you specify `null` for the `lookbackPeriods`, you will get a regression line over the entire provided `bars`.

## Chaining

This indicator may be generated from any chain-enabled indicator or method.

```csharp
// example
var results = barsEval
    .Use(CandlePart.HL2)
    .ToStdDevChannels(..);
```

Results **cannot** be further chained with additional transforms.

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

**⚠️ Streaming not supported**: Due to the reverse-window algorithm that recalculates the entire dataset on each new data point, Standard Deviation Channels is only available as a batch Series implementation. The computational cost grows quadratically (O(n²)) as the dataset size increases, making it impractical for incremental streaming (StreamHub) or buffer (BufferList) scenarios.

**Recommendation**: Use the Series implementation (`ToStdDevChannels()`) with periodic batch recalculation. For real-time scenarios, consider recalculating at appropriate intervals (e.g., end of period, every N bars) rather than on every tick.