TradingView
icostan
11 janv. 2024 12:01

Z-score change 

BTC Perpetual Futures ContractDeribit

Description

As a wise man once said that:
1. beginners think in $ change
2. intermediates think in % change
3. pros think in Z change

Here is the "Z-score change" indicator that calculates up/down moves normalized by standard deviation (volatility) displayed as bar chart with 1,2 and 3 stdev levels.

Notes de version

Add reference doc., cleanup code and chart.

Notes de version

More accurate calculation based on Investopedia's Z-score definition

Notes de version

Clean up and update chart

Notes de version

Add "Source" setting (default to "close" time series), remove "Gaps" setting
Plus