OPEN-SOURCE SCRIPT
Güncellendi

SigmaSpikes(R) per Adam H. Grimes

Each bar’s return against a volatility-adjusted baseline, as a standard deviation of the last 20 bars’ returns as per Adam H. Grimes SigmaSpikes(R).
adamhgrimes.com/
marketlifetrading.com/
Sürüm Notları
Columns as default charting option
Sürüm Notları
Sigma calculated by dividing yesterday's(!) stdev

Feragatname