Studies · Statistical

Rolling Standard Deviation

rollingStdev · Rolling population standard deviation (ddof = 0)

Drawn in its own panelReads one column (close here)

Hover the chart to read values · practice data: a seeded random walk with no overnight gaps

What it measures

The standard deviation of the price over the last N bars, in price units. A direct measure of how spread out recent prices are.

How traders use it

• Volatility measurement and comparison over time.
• The ingredient of Bollinger Bands and the Z-Score.
• Sizing stops and targets in price units.

Parameters

Name	Value	Default	Allowed	What it does
period		20	≥ 1 usual 5–100	Window length, in bars.

Good to know

This is the standard deviation of price levels, not of returns. For return volatility use Historical Volatility.