Standard Deviation Channels

get_stdev_channels(quotes, lookback_periods=20, standard_deviations=2)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`lookback_periods`	int, Optional, default 20	Size (`N`) of the evaluation window. Must be `None` or greater than 1 to calculate. A `None` value will produce a full `quotes` evaluation window (see below).
`standard_deviations`	int, default 2	Width of bands. Standard deviations (`D`) from the regression line. Must be greater than 0. Default is 2.

Historical quotes requirements

You must have at least N periods of quotes to cover the warmup periods.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Return

StdevChannelsResults[StdevChannelsResult]

This method returns a time series of all available indicator values for the quotes provided.
StdevChannelsResults is just a list of StdevChannelsResult.
It always returns the same number of elements as there are in the historical quotes.
It does not return a single incremental indicator value.
Up to N-1 periods will have None values since there’s not enough data to calculate.

👉 Repaint warning: Historical results are a function of the current period window position and will fluctuate over time. Recommended for visualization; not recommended for backtesting.

StdevChannelsResult

name	type	notes
`date`	datetime	Date
`center_line`	float, Optional	Linear regression line (center line)
`upper_channel`	float, Optional	Upper line is `D` standard deviations above the center line
`lower_channel`	float, Optional	Lower line is `D` standard deviations below the center line
`break_point`	bool	Helper information. Indicates first point in new window.

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# calculate StdDevChannels(20,2)
results = indicators.get_stdev_channels(quotes, 20,2)

Alternative depiction for full quotes variant

If you specify None for the lookback_periods, you will get a regression line over the entire provided quotes.

About Standard Deviation Channels

Standard Deviation Channels are based on an linear regression centerline and standard deviations band widths. [Discuss] 💬