Class StandardDeviationRTIndicator

java.lang.Object
com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator
com.wualabs.qtsurfer.engine.indicators.statistics.pro.StandardDeviationRTIndicator
All Implemented Interfaces:
Resettable, RTIndicator
public class StandardDeviationRTIndicator extends AbstractRTIndicator
Rolling standard deviation with O(1) per-tick updates.

Thin wrapper over VarianceRTIndicator: sqrt(variance). Shares the single-window, dual-accumulator design — no duplicate state.

Produces identical results to StandardDeviationRTIndicator.

  • Constructor Details

    • StandardDeviationRTIndicator

      public StandardDeviationRTIndicator(int periods)

  • Method Details

    • getPeriods

      public int getPeriods()

    • getMean

      public double getMean()

    • getVariance

      public VarianceRTIndicator getVariance()

    • withSampleVariance

      public StandardDeviationRTIndicator withSampleVariance(boolean sampleVariance)

    • isReady

      public boolean isReady()
      Description copied from interface: RTIndicator
      Returns whether this indicator has received enough data to produce meaningful values.

      During the warmup period, RTIndicator.getValue() may return 0 or a partial estimate that should not be used for trading decisions. Once this method returns true, the indicator's output is statistically valid.

      The default implementation returns true for backward compatibility. Indicators with warmup requirements should override this method.

      For composite indicators (e.g. Bollinger Bands, MACD), readiness is determined by the slowest internal component.

      Returns:
      true if the indicator has completed its warmup period

    • reset

      public void reset()
      Specified by:
      reset in interface Resettable
      Overrides:
      reset in class AbstractRTIndicator

    • update

      public double update(double newValue)
      Specified by:
      update in interface RTIndicator
      Overrides:
      update in class AbstractRTIndicator