標準偏差 Complete Guide

標準偏差

volatilityParams: period=20

What is 標準偏差?

標準偏差（Standard Deviation）は、テクニカル分析で使用されるボラティリティ指標です。トレーダーが価格の勢い、トレンドの方向、またはボラティリティを分析することにより、潜在的なエントリーポイントとエグジットポイントを特定するのに役立ちます。

Signal Types

Volatility Squeeze (Low SD)

When the indicator reaches multi-period lows, it suggests the market is in a period of consolidation. This often precedes a sharp, high-momentum breakout in either direction.

Volatility Peak (High SD)

An exceptionally high reading indicates extreme price dispersion. This often signals trend exhaustion or a 'climax' move, suggesting a potential reversal or period of sideways trading.

Mean Reversion Setup

When Standard Deviation spikes alongside a price move away from the average, it identifies an overextended market, providing a signal to look for entries back toward the moving average.

Related Indicators

FAQ

Does Standard Deviation predict if the price will go up or down?

No. Standard Deviation only measures the intensity of price movement and volatility. It does not provide information about the direction of the trend.

What is the difference between Standard Deviation and ATR?

Standard Deviation measures price dispersion relative to a mean (SMA), while ATR measures volatility based on the high-low range of price bars. SD is more focused on consistency relative to an average.

Why is the 20-period setting commonly used?

The 20-period setting is the industry standard because it aligns with the default settings of Bollinger Bands and represents approximately one month of trading days in traditional markets.

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Reviewed by KlineVision Research Team, CFA Charterholder, 10+ years quantitative research· 2026年4月23日

Parts of this page (FAQ, introductions) are AI-assisted. Core data and statistics are algorithmically computed. All pattern definitions are human-reviewed.

Data source: EODHD · Last updated: 2026年4月23日

免責事項：本ページは公開市場データとアルゴリズムによるテクニカル分析に基づいています。投資助言を構成するものではありません。