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SigmaSpikes(R) per Adam H. Grimes

Each bar’s return against a volatility-adjusted baseline, as a standard deviation of the last 20 bars’ returns as per Adam H. Grimes SigmaSpikes(R).
adamhgrimes.com/
marketlifetrading.com/
Notes de version
Columns as default charting option
Notes de version
Sigma calculated by dividing yesterday's(!) stdev

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