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/
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Sürüm Notları:

Columns as default charting option

Sürüm Notları:

Sigma calculated by dividing yesterday's(!) stdev