Indicator
Standard Deviation
Standard Deviation, StdDev
Definition
Averages the squared deviations of price from its mean and takes the square root.
Boundary
It is sensitive to outliers, and during volatility clustering historical standard deviation understates risk.
574 Strategies
627 Text mentions
495 Code hits
Role distribution
Market regimes
Uptrend51/1Downtrend54/7Range20/39Breakout Onset0/0High Volatility6/1Low Volatility2/0Reversal Inflection8/0All Regimes0/0
Common parameters
| Default | Occurrences |
|---|---|
| 2 | 97 |
| 22 | 10 |
| 1.5 | 7 |
| 20 | 3 |
| 2.5 | 3 |
| 3 | 2 |
| 1.8 | 2 |
| 14 | 2 |
| 2.3 | 1 |
| 33 | 1 |
| 100 | 1 |
| 0.38 | 1 |
Frequent co-occurrence
- Breakout55
- Stop Loss53
- Bollinger Bands51
- Simple Moving Average29
- False Signal26
- False Breakout23
- ATR16
- EMA16
- Pullback16
- Channel15
Semantic relations
- Basis → Bollinger BandsBollinger Band width is determined by standard deviation.
- Basis → VarianceVariance is the square of standard deviation.
- Basis → Gaussian ChannelGaussian channel width is determined by standard deviation.
- Basis → Z-ScoreZ-Score standardizes using the mean and standard deviation.
Evidence strategies
- 多因子均值回归策略结合随机相对强弱指标与布林带的均值回归交易系统-Multi-Factor-Mean-Reversion-Strategy-A-Mean-Reversion-Trading-System-Combining-Stochastic-RSI-and-Bollinger-BandsFilter
- 基于多重移动平均线RSI-和标准差出场的蜡烛线高度突破交易策略Multi-EMA-RSI-and-Standard-Deviation-Based-Exit-Candlestick-Height-Breakout-Trading-StrategyFilter
- Bollinger波带标准差突破策略Bollinger-Bands-Standard-Deviation-Breakout-StrategyRisk control
- 斐波那契布林带与相对强弱指数组合动态止盈策略-Fibonacci-Bollinger-Bands-with-RSI-Dynamic-Take-Profit-StrategyTrigger
- 缓冲布林带动量震荡移动平均线交易策略Momentum-Oscillating-Moving-Average-Trading-Strategy-Based-on-Buffered-Bollinger-BandsFilter
- 基于离散运动平均值的趋势突破策略Trend-Breakout-Strategy-Based-on-Moving-Average-DeviationFilter
- 基于交易量标准差的趋势追踪策略Trading-Strategy-Based-on-Standard-Deviation-of-Trading-VolumeFilter
- 基于ATR和标准差通道的趋势跟踪交易策略ATR-Trend-Following-Strategy-Based-on-Standard-Deviation-ChannelTrigger
- 基于量化统计的双标准差动态VWAP震荡突破交易策略-Statistical-Dual-Standard-Deviation-VWAP-Breakout-Trading-StrategyTrigger
- 三倍标准差布林带突破量化交易策略结合百日均线优化-Triple-Standard-Deviation-Bollinger-Bands-Breakout-Strategy-with-100-Day-Moving-Average-OptimizationTrigger
- 波动率过滤双均线交叉高夏普比策略-Volatility-Filtered-Dual-EMA-Crossover-High-Sharpe-Ratio-StrategyFilter
- 基于统计偏差的市场极端下跌策略-Statistical-Deviation-Based-Market-Extreme-Drawdown-StrategyTrigger
- 均值回归动量策略Mean-Reversion-Momentum-StrategyFilter
Corpus quotes
The strategy utilizes Bollinger Bands to analyze price volatility and levels by calculating the standard deviation of price movements around a simple moving average (SMA), determining the upper and lower bounds of price fluctuations, and helping traders spot potential reversal points.
Bollinger-Bands-Stochastic-RSI-Extreme-Strategy-BBSR-Extreme-Strategy · overview EN
Set holding time, default to intraday exit Specifically, it first calculates the midline SMA of length length, and upper/lower lines of mult times standard deviation.
玻尔带附近突破策略Bollinger-Breakout-Strategy · principle EN
Bollinger Bands uses standard deviation to judge price volatility and future trends with strong capability.
博林带RSI交叉策略Bollinger-Bands-and-RSI-Crossover-Strategy · advantages EN