Variance

VAR calculates the statistical variance of a set of values.

Method

tm.ta.var(source, timeperiod, nbdev)

Inputs

Parameter	Argument type	Description	Default Value
source	pd.Series	Input data series	-
timeperiod	int	Number of periods for the indicator	5
nbdev	float	Number of deviations for the indicator	1

Outputs

Output	Type
var	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Variance
    var = tm.ta.var(data.close, timeperiod=5, nbdev=1)

    # Get the last value and print
    last_value = var.iloc[-1]
    tm.log(f"Last value of Variance is {last_value}")

    # Plot the values of var
    tm.plot(var, title="Variance", overlay=False)