표준 편차 Complete Guide

Standard Deviation

volatilityParams: period=20

What is 표준 편차?

표준 편차(Standard Deviation)는 기술적 분석에서 사용되는 변동성 지표입니다. 트레이더가 가격 모멘텀, 추세 방향 또는 변동성을 분석하여 잠재적인 진입 및 청산 지점을 식별하는 데 도움을 줍니다.

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.

Reviewed by KlineVision Research Team, CFA Charterholder, 10+ years quantitative research· 2026년 4월 23일

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: 2026년 4월 23일

면책 조항: 이 페이지는 공개 시장 데이터와 알고리즘 기반 기술적 분석에 기반합니다. 투자 조언을 구성하지 않습니다.

Data source: EODHD · © 2026 KlineVision AI