TradingView
bronko791
11. Jan. 2023 20:18

MeanReversion by Volatility 

AMAZON.COM INC. DL-,01XETR

Beschreibung

Mean reversion is a financial term for the assumption that an asset will return to its mean value.
This indicator calculate the volatility of an asset over a period of time and show the values of logRerturn, mean and standart deviations.

The default time period for volatility calculation is 252 bars at a "Daily" chart. At a "Daily" chart 252 bar means one trading-year.

See also:

MeanReversion by Logarithmic Returns

Versionshinweise

Fixed wrong text

Versionshinweise

Fixed wrong text

Versionshinweise

fixed color

Versionshinweise

refactoring

Versionshinweise

- removed plot offset for better visualization
Mehr