---
title: "Mean Absolute Deviation"
description: "This indicator computes the n-period mean absolute deviation."
canonical: https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mean-absolute-deviation
markdown: https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/mean-absolute-deviation.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms/28%20Indicators/01%20Supported%20Indicators/067%20Mean%20Absolute%20Deviation
modified: 2026-10-28
index: https://www.quantconnect.com/llms.txt
---

# Mean Absolute Deviation

[Documentation](https://www.quantconnect.com/docs/v2.md) > [Writing Algorithms](https://www.quantconnect.com/docs/v2/writing-algorithms.md) > Indicators > [Supported Indicators](https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators.md) > Mean Absolute Deviation

> Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page.

## Introduction

This indicator computes the n-period mean absolute deviation.

To view the implementation of this indicator, see the [LEAN GitHub repository](https://github.com/QuantConnect/Lean/tree/master/Indicators/MeanAbsoluteDeviation.cs).

## Using MAD Indicator

To create an automatic indicator for `MeanAbsoluteDeviation`, call the `mad` helper method from the `QCAlgorithm` class. The `mad` method creates a `MeanAbsoluteDeviation` object, hooks it up for automatic updates, and returns it so you can used it in your algorithm. In most cases, you should call the helper method in the `initialize` method.

```python
class MeanAbsoluteDeviationAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._mad = self.mad(self._symbol, 20)

    def on_data(self, slice: Slice) -> None:

        if self._mad.is_ready:
            # The current value of self._mad is represented by self._mad.current.value
            self.plot("MeanAbsoluteDeviation", "mad", self._mad.current.value)
            # Plot all attributes of self._mad
            self.plot("MeanAbsoluteDeviation", "mean", self._mad.mean.current.value)
```

For more information about this method, see the [QCAlgorithm class](https://www.lean.io/docs/v2/lean-engine/class-reference/py/QuantConnect/Algorithm/QCAlgorithm/#QuantConnect.Algorithm.QCAlgorithm.mad).

You can manually create a `MeanAbsoluteDeviation` indicator, so it doesn't automatically update. Manual indicators let you update their values with any data you choose.

Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the `update` method. The indicator will only be ready after you prime it with enough data.

```python
class MeanAbsoluteDeviationAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._meanabsolutedeviation = MeanAbsoluteDeviation(20)

    def on_data(self, slice: Slice) -> None:
        bar = slice.bars.get(self._symbol)
        if bar:
            self._meanabsolutedeviation.update(bar.end_time, bar.close)

        if self._meanabsolutedeviation.is_ready:
            # The current value of self._meanabsolutedeviation is represented by self._meanabsolutedeviation.current.value
            self.plot("MeanAbsoluteDeviation", "meanabsolutedeviation", self._meanabsolutedeviation.current.value)
            # Plot all attributes of self._meanabsolutedeviation
            self.plot("MeanAbsoluteDeviation", "mean", self._meanabsolutedeviation.mean.current.value)
```

For more information about this indicator, see its [reference](https://www.lean.io/docs/v2/lean-engine/class-reference/py/QuantConnect/Indicators/MeanAbsoluteDeviation).

## Visualization

The following plot shows values for some of the `MeanAbsoluteDeviation` indicator properties:

![MeanAbsoluteDeviation line plot.](https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/mean-absolute-deviation.png)

## Indicator History

To get the historical data of the `MeanAbsoluteDeviation` indicator, call the `self.indicator_history` method. This method resets your indicator, makes a [history request](https://www.quantconnect.com/docs/v2/writing-algorithms/historical-data/history-requests.md), and updates the indicator with the historical data. Just like with regular history requests, the `indicator_history` method supports time periods based on a trailing number of bars, a trailing period of time, or a defined period of time. If you don't provide a `resolution` argument, it defaults to match the resolution of the security subscription.

```python
class MeanAbsoluteDeviationAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._mad = self.mad(self._symbol, 20)

        indicator_history = self.indicator_history(self._mad, self._symbol, 100, Resolution.MINUTE)
        timedelta_indicator_history = self.indicator_history(self._mad, self._symbol, timedelta(days=10), Resolution.MINUTE)
        time_period_indicator_history = self.indicator_history(self._mad, self._symbol, datetime(2024, 7, 1), datetime(2024, 7, 5), Resolution.MINUTE)

        # Access all attributes of indicator_history
        indicator_history_df = indicator_history.data_frame
        mean = indicator_history_df["mean"]
```