variance
forge.tafunctionSince Forge API 1
Functionpython
forge.ta.variance(source: ArrayLike, period: int = 20) -> np.ndarrayVariance: the mean squared distance of the last period values from their average.
Parameters
| Name | Type | Default |
|---|---|---|
| source | ArrayLike | |
| period | int | 20 |
Classpython
forge.ta.Variance(**inputs: Any) -> NoneThe square of the standard deviation over a period.
Inputs
| Name | Type | Default | Range |
|---|---|---|---|
| source | source | close | |
| period | int | 20 | 1 to 5000 |
The mean squared distance of the last period values from their simple average.