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18 févr. 2021 08:15

Volatility Arbitrage 

Euro Fx/U.S. DollarFXCM

Description

Description:

This indicator uses rate of change (ROC) indicator and its standard deviations.
ROC values are cycling around zero, i.e. around the mean.
Two standard deviations of the ROC draw the upper and the lower bounds that serve as thresholds.
These capture outliers that can be used as signals.
Commentaires
UnknownUnicorn6774437
A very interesting indicator! I will definitely test it. Thanks!!!
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