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#
msd module

Module with MSD.

## MSD class

    MSD(
        wrapper,
        input_list,
        input_mapper,
        in_output_list,
        output_list,
        param_list,
        mapper_list,
        short_name,
        level_names
    )

Moving Standard Deviation (MSD).

Standard deviation is an indicator that measures the size of an assets recent price moves in order to predict how volatile the price may be in the future.

Superclasses

- Analyzable
- AttrResolverMixin
- Cacheable
- Chainable
- Comparable
- Configured
- ExtPandasIndexer
- HasSettings
- IndexingBase
- IndicatorBase
- PandasIndexer
- Pickleable
- PlotsBuilderMixin
- Prettified
- StatsBuilderMixin
- Wrapping
- `vectorbtpro.indicators.custom.msd.ParamIndexer`

Inherited members

- AttrResolverMixin.deep_getattr()
- AttrResolverMixin.post_resolve_attr()
- AttrResolverMixin.pre_resolve_attr()
- AttrResolverMixin.resolve_attr()
- AttrResolverMixin.resolve_shortcut_attr()
- Cacheable.get_ca_setup()
- Chainable.pipe()
- Configured.copy()
- Configured.equals()
- Configured.get_writeable_attrs()
- Configured.prettify()
- Configured.replace()
- Configured.resolve_merge_kwargs()
- Configured.update_config()
- HasSettings.get_path_setting()
- HasSettings.get_path_settings()
- HasSettings.get_setting()
- HasSettings.get_settings()
- HasSettings.has_path_setting()
- HasSettings.has_path_settings()
- HasSettings.has_setting()
- HasSettings.has_settings()
- HasSettings.reset_settings()
- HasSettings.resolve_setting()
- HasSettings.resolve_settings_paths()
- HasSettings.set_settings()
- IndexingBase.indexing_setter_func()
- IndicatorBase.cls_dir
- IndicatorBase.column_only_select
- IndicatorBase.column_stack()
- IndicatorBase.config
- IndicatorBase.dropna()
- IndicatorBase.group_select
- IndicatorBase.iloc
- IndicatorBase.in_output_names
- IndicatorBase.indexing_func()
- IndicatorBase.indexing_kwargs
- IndicatorBase.input_names
- IndicatorBase.lazy_output_names
- IndicatorBase.level_names
- IndicatorBase.loc
- IndicatorBase.output_flags
- IndicatorBase.output_names
- IndicatorBase.param_names
- IndicatorBase.plots_defaults
- IndicatorBase.range_only_select
- IndicatorBase.rec_state
- IndicatorBase.row_stack()
- IndicatorBase.run_pipeline()
- IndicatorBase.self_aliases
- IndicatorBase.short_name
- IndicatorBase.stats_defaults
- IndicatorBase.to_dict()
- IndicatorBase.to_frame()
- IndicatorBase.unpack()
- IndicatorBase.wrapper
- IndicatorBase.xloc
- PandasIndexer.xs()
- Pickleable.decode_config()
- Pickleable.decode_config_node()
- Pickleable.dumps()
- Pickleable.encode_config()
- Pickleable.encode_config_node()
- Pickleable.file_exists()
- Pickleable.getsize()
- Pickleable.load()
- Pickleable.loads()
- Pickleable.modify_state()
- Pickleable.resolve_file_path()
- Pickleable.save()
- PlotsBuilderMixin.build_subplots_doc()
- PlotsBuilderMixin.override_subplots_doc()
- PlotsBuilderMixin.plots()
- StatsBuilderMixin.build_metrics_doc()
- StatsBuilderMixin.override_metrics_doc()
- StatsBuilderMixin.stats()
- Wrapping.regroup()
- Wrapping.resample()
- Wrapping.resolve_column_stack_kwargs()
- Wrapping.resolve_row_stack_kwargs()
- Wrapping.resolve_self()
- Wrapping.resolve_stack_kwargs()
- Wrapping.select_col()
- Wrapping.select_col_from_obj()
- Wrapping.split()

Subclasses

- `vectorbtpro.indicators.custom.msd._MSD`

### apply_func method

    MSD.apply_func(
        close,
        window=14,
        wtype=0,
        minp=None,
        adjust=False,
        ddof=0
    )

2-dim version of `msd_1d_nb`.

### cache_func class variable

### close property

Input array.

### close_above method

    MSD.close_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is above `other`.

See combine_objs().

### close_below method

    MSD.close_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is below `other`.

See combine_objs().

### close_crossed_above method

    MSD.close_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is crossed_above `other`.

See combine_objs().

### close_crossed_below method

    MSD.close_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is crossed_below `other`.

See combine_objs().

### close_equal method

    MSD.close_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is equal `other`.

See combine_objs().

### close_stats method

    MSD.close_stats(
        *args,
        **kwargs
    )

Stats of `close` as generic.

### custom_func method

    IndicatorFactory.with_apply_func.<locals>.custom_func(
        input_tuple,
        in_output_tuple,
        param_tuple,
        *_args,
        input_shape=None,
        per_column=False,
        split_columns=False,
        skipna=False,
        return_cache=False,
        use_cache=True,
        jitted_loop=False,
        jitted_warmup=False,
        execute_kwargs=None,
        **_kwargs
    )

Custom function that forwards inputs and parameters to `apply_func`.

### msd property

Output array.

### msd_above method

    MSD.msd_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `msd` is above `other`.

See combine_objs().

### msd_below method

    MSD.msd_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `msd` is below `other`.

See combine_objs().

### msd_crossed_above method

    MSD.msd_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `msd` is crossed_above `other`.

See combine_objs().

### msd_crossed_below method

    MSD.msd_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `msd` is crossed_below `other`.

See combine_objs().

### msd_equal method

    MSD.msd_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `msd` is equal `other`.

See combine_objs().

### msd_stats method

    MSD.msd_stats(
        *args,
        **kwargs
    )

Stats of `msd` as generic.

### param_select_func_nb method

    MSD.param_select_func_nb(
        i,
        args_before,
        close,
        window,
        wtype,
        *args
    )

### plot method

    _MSD.plot(
        column=None,
        msd_trace_kwargs=None,
        add_trace_kwargs=None,
        fig=None,
        **layout_kwargs
    )

Plot MSD.msd.

Args

`column` :`str`
  Name of the column to plot.
`msd_trace_kwargs` :`dict`
  Keyword arguments passed to `plotly.graph_objects.Scatter` for MSD.msd.
`add_trace_kwargs` :`dict`
  Keyword arguments passed to `fig.add_trace` when adding each trace.
`fig` :`Figure` or `FigureWidget`
  Figure to add traces to.
`**layout_kwargs`
  Keyword arguments passed to `fig.update_layout`.

Usage

    >>> vbt.MSD.run(ohlcv['Close']).plot().show()

### run class method

    MSD.run(
        close,
        window=Default(value=14),
        wtype=Default(value='simple'),
        short_name='msd',
        hide_params=None,
        hide_default=True,
        **kwargs
    )

Run MSD indicator.

- Inputs: `close`
- Parameters: `window`, `wtype`
- Outputs: `msd`

Pass a list of parameter names as `hide_params` to hide their column levels, or True to hide all. Set `hide_default` to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to IndicatorBase.run_pipeline().

### run_combs class method

    MSD.run_combs(
        close,
        window=Default(value=14),
        wtype=Default(value='simple'),
        r=2,
        param_product=False,
        comb_func=itertools.combinations,
        run_unique=True,
        short_names=None,
        hide_params=None,
        hide_default=True,
        **kwargs
    )

Create a combination of multiple MSD indicators using function `comb_func`.

- Inputs: `close`
- Parameters: `window`, `wtype`
- Outputs: `msd`

`comb_func` must accept an iterable of parameter tuples and `r`. Also accepts all combinatoric iterators from itertools such as `itertools.combinations`. Pass `r` to specify how many indicators to run. Pass `short_names` to specify the short name for each indicator. Set `run_unique` to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to MSD.run().

Note

This method should only be used when multiple indicators are needed. To test multiple parameters, pass them as lists to MSD.run().

### window_list property

List of `window` values.

### wtype_list property

List of `wtype` values.

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