Z-score change

11 ม.ค.

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.

11 ม.ค.

เอกสารเผยแพร่

Add reference doc., cleanup code and chart.

9 ก.พ.

เอกสารเผยแพร่

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

9 ก.พ.

เอกสารเผยแพร่

Clean up and update chart

9 ก.พ.

เอกสารเผยแพร่

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