TradingView
gorx1
26 พฤษภา 2020 เวลา 12 นาฬิกา 21 นาที

Rolling deviations 

Palladium FuturesNYMEX

คำอธิบาย

Sometimes the market data follows normal distribution, in these cases it is more appropriate to utilize mean-based statistical techniques. This script plots the special case of seven-number summary with 1st, 2nd & 3rd standard deviations below and above the mean.

It also has "Log-space" switch which should be checked while using logarithmic scale.

The next version with minor visual improvs might arrive soon

เอกสารเผยแพร่

4th & 5th standard deviations and median were added for experimental purposes & saving space

เอกสารเผยแพร่

Mid-range statistic was added for research purposes (disabled by default).
ความคิดเห็น
gorx1
@UncPoWPoW, yeah, I'm seeing only a handful of samples when it does. But things might be different when we take pairs or other composite instruments
เพิ่มเติม