Update StandardDeviation docs (#9464)

Author: DerekMelchin

Algorithm/QCAlgorithm.Indicators.cs

@@ -2244,7 +2244,11 @@ public SmoothedOnBalanceVolume SOBV(Symbol symbol, int period, MovingAverageType
         }
 
         /// <summary>
-        /// Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.
+        /// Creates a new StandardDeviation indicator. This will return the population standard
+        /// deviation of samples over the specified period. By default, it consumes the security's
+        /// price, so the result is the dispersion of price levels, not the asset's volatility.
+        /// To compute volatility, chain this indicator onto a <see cref="LOGR"/> or
+        /// <see cref="ROC"/> indicator using <see cref="IndicatorExtensions.Of"/>.
         /// </summary>
         /// <param name="symbol">The symbol whose STD we want</param>
         /// <param name="period">The period over which to compute the STD</param>

Indicators/StandardDeviation.cs

@@ -18,7 +18,11 @@
 namespace QuantConnect.Indicators
 {
     /// <summary>
-    /// This indicator computes the n-period population standard deviation.
+    /// This indicator computes the n-period population standard deviation of its input.
+    /// When the input is a price series, the result is the dispersion of price levels, not
+    /// the asset's volatility. To compute volatility, chain this indicator onto a
+    /// <see cref="LogReturn"/> or <see cref="RateOfChange"/> indicator using
+    /// <see cref="IndicatorExtensions.Of"/>.
     /// </summary>
     public class StandardDeviation : Variance
     {