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Standard Deviation Ratio or SDR is a technical analysis indicator based on two standard deviations; one using a longer period that the other.
The SDR is measured by taking the ratio of the short-term standard deviation (function: SDDEV) to the long-term standard deviation. The ratio tends to stay below level 1; and when it jumps above this level, it signals a big increase in volatility compared to previous volatility levels. The higher the SDR value, the higher the volatility and data spread from the mean in comparison to the past.
The Standard Deviation Ratio was introduced by Tushar S. Chande in an article named "Adapting Moving Averages to Market Volatility", in March 1992 edition of the Technical Analysis of Stocks & Commodities magazine.
Standard Deviation Ratio function name is "stddevRatio". The first argument gets the short-term looback period and the second argument gets the long-term period.
