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icostan
2024년 1월 11일 오후 12시 1분

Z-score change 

BTC Perpetual Futures ContractDeribit

설명

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.

릴리즈 노트

Add reference doc., cleanup code and chart.

릴리즈 노트

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

릴리즈 노트

Clean up and update chart

릴리즈 노트

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