TradingView
icostan
11. Jan. 2024 12:01

Z-score change 

BTC Perpetual Futures ContractDeribit

Beschreibung

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.

Versionshinweise

Add reference doc., cleanup code and chart.

Versionshinweise

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

Versionshinweise

Clean up and update chart

Versionshinweise

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