Indicator Lab · VARIANCE · Statistics
Rolling Price Variance
Calculates rolling variance of price levels.
BTCUSDC · 1h · latest 30 complete days · shared snapshot · no account required
What is the average squared price distance within the current window?
Calculates rolling variance of price levels.
One dataset, the same parameters and the same candle for application and explanation.
BTCUSDC · confirmed hourly candles
Snapshot retrieved: 11 Oct 2026, 15:52 UTC · stored snapshot · background refresh scheduled · age when opened: 3,138.3 min
11 Sept 2026, 15:00 — 11 Oct 2026, 15:00 UTC · 720 evaluation candles · 3000 earlier candles for warm-up only. Your opened snapshot stays fixed. A visit can refresh a stale cache in the background for later visitors; fetching fresh is not a tick stream.
Parameters and precise application
Number of confirmed hourly candles. Warm-up history stays fixed; only this parameter changes.
Deduction from the window size in the variance denominator N−ddof; must be below N.
Measurement and diagnosis · no trading direction
Inspect the actual value at each confirmed candle. This analysis produces no buy or sell orders.
Preparing the calculation module. The shared market snapshot is already available.
Calculation and interpretation of the same candle
Variance is a dispersion measure in USDC²; its square root is standard deviation under the same convention.
Varianceₜ=Σ(C−mean)²/(N−ddof)
Rolling sample/population variance; explicit ddof, never silently ignored.
Squared price units are not a directly usable stop distance. Price variance and return variance must be distinguished.
Checked sources and reproducibility
- TA-Lib · VAR · v0.6.4
Original C reference implementation. Custom scaling and additional lines are described separately. · checked 2026-10-11
- pandas-ta 0.4.71b0 · pandas_ta/statistics/variance.py
Verified original file from the versioned library; the implemented convention and deliberate differences accompany the formula. · checked 2026-10-11
- The Probability of Backtest Overfitting
Why selection across many historical trials can produce misleading results. This tool does not estimate PBO or claim out-of-sample profitability. · checked 2026-10-11
Data source, versions and hash
- Market data source
- https://data-api.binance.vision/api/v3/klines?symbol=BTCUSDC&interval=1h&startTime=1778338800000&endTime=1791730799999
- Specification
- indicator-library-1.0.0
- Execution model
- signal-simulation-1.0.0
- Data hash
- 42ac75e03e017bcac023d319dabb0928e0562fda0e51f4bfa5549ac50e3e8be4
- Disclosed candles including warm-up
- 3720
The sources support definitions and methodological limits. They do not establish profit for this specific BTCUSDC rule. This analysis is descriptive; parameter trials on the same history are not independent out-of-sample evidence. Parity with a deployed unCoded engine is not claimed.