ta.variance()Variance
Variance is the square of the standard deviation. It measures how far a set of numbers are spread out from their average value.
Syntax
ta.variance(source, length, biased) → series floatArguments
| Parameter | Type | Description |
|---|---|---|
| source | series int/float | Series of values to process. |
| length | series int | Number of bars in the rolling window. |
| biased | series bool | Optional. Population vs sample variance divisor; default true. |
Returns
Variance of source for length bars back.
Remarks
na source values are ignored and the calculation uses length non-na observations. Variance has squared source units; price-level variance and return variance answer different questions.
Code Examples
//@version=6
indicator("ta.variance")
plot(ta.variance(close, 20, true))
// Relationship to stdev
plot(math.sqrt(ta.variance(close, 20, true)))
plot(ta.stdev(close, 20, true))Trading Applications
Measure price dispersion for volatility analysis
Build custom volatility indicators
Calculate risk metrics for portfolio management
Use as input for statistical trading models
Related Functions
ta.devFrequently Asked Questions
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