StdDev Pass Node
Standard Deviation — Series Input
Overview
The StdDev Pass Node computes the rolling population standard deviation of any upstream numeric series. It is the pass-input counterpart to the standard StdDev node, accepting a { values, timestamps } input instead of reading from a stock source.
Standard deviation measures the dispersion of values around their rolling mean. A rising StdDev indicates increasing volatility; a falling value indicates a calming market. The result is in the same units as the input series, making it easy to interpret relative to the data.
Formula
NaN.Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
| period | number | 20 | Rolling window size. Must be ≥ 1. First (period − 1) outputs are null. |
Inputs & Outputs
| Slot | Direction | Type | Description |
|---|---|---|---|
| input | Input | { values, timestamps } | Any upstream numeric series |
| values | Output | (number | null)[] | Rolling population standard deviation; nulls during warm-up |
| timestamps | Output | number[] | Unix timestamps aligned to the input series |
Use Cases
Indicator Volatility Measurement
Measure how much an oscillator fluctuates over time to detect periods of unusual or subdued activity.
Custom Bollinger Bands
Combine StdDev Pass with an SMA to build Bollinger Bands manually with full control over each component.
Signal Noise Estimation
Use StdDev to quantify the noise floor of a signal and filter out low-significance moves.
Z-Score Normalisation
Divide (value − SMA) by StdDev to create a z-score series for cross-asset comparisons.
Tips & Best Practices
📐 Population vs Sample
This node uses the population formula (N denominator). For a sample StdDev (N − 1), multiply the output by √(period / (period − 1)).
⚡ Null Propagation
A single null in the rolling window causes the entire window's output to be null. Clean your input series if gaps are expected.
🔗 Building Block
StdDev is the foundation of Bollinger Bands, Band Width, RVI, and many volatility-adjusted indicators. Use it as a component in custom pipelines.