How to use my vix indicator?

To calculate the standard deviation of a list of rolling William's VIX Fix (WVF) values, you can use the STD helper method from the QCAlgorithm class. This method calculates the standard deviation of a given data over a specified period.

First, you need to create a Rolling Window to store the WVF values. Then, in your on_data_consolidated function, after calculating the WVF, you add it to the Rolling Window. Once the Rolling Window is ready, you can calculate the standard deviation of the WVF values.

Here is a modification of your code to include the standard deviation calculation:

class MyAlgorithm(QCAlgorithm):
    def __init__(self, symbol, k1, k2, range_period, consolidator_resolution):
        self.symbol = symbol
        self.range_window = RollingWindow[TradeBar](range_period)
        self.wvf_window = RollingWindow[float](range_period)  # Rolling Window for WVF values
        self.consolidator = TradeBarConsolidator(consolidator_resolution)

        def on_data_consolidated(sender, consolidated):
            self.range_window.add(consolidated)

            if self.range_window.is_ready:
                hh = max([x.high for x in self.range_window])
                hc = max([x.close for x in self.range_window])
                lc = min([x.close for x in self.range_window])
                ll = min([x.low for x in self.range_window])

                self.wvf = ((hc - consolidated.low)/hc) * 100
                self.wvf_window.Add(self.wvf)  # Add WVF to the Rolling Window

                if self.wvf_window.IsReady:
                    std_wvf = np.std([x for x in self.wvf_window])  # Calculate standard deviation of WVF values

Please note that this is a basic example and you might need to adjust it according to your specific needs. For more information about creating custom indicators, you can refer to the QuantConnect documentation.

As for the code review, it seems that the code is generally well-structured and follows the QuantConnect API. However, without more context or specific issues to look for, it's hard to provide a more detailed review. If you're encountering any errors or unexpected behavior, please provide more details so we can better assist you.