This one dates way back to 1962 (it was proposed by B. P. Welford) and was described by Donald Knuth in his Art of Computer Programing. This one also has an option to compute standard deviation of a sample (which is by all statisticians the only correct way to calculate standard deviation - no wonder we are having funny results in TA when coders do not listen to the people that invented the math formula for some things)
Attaching also a variation of Bollinger bands indicator that depends largely on standard deviations (even though it is not a thread about Bollinger bands - this version is using by default sample deviation instead of built in deviation) in order to make it possible to compare the results of the built in and this way of standard deviation calculation. Difference is not big, but it is visible even with naked eye
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