Standard deviations of close from its own 20-bar mean.
Preview
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What it measures
How many standard deviations the close sits from its own recent mean: stretch, in comparable units.
- Inputs
- Length 20Source close
- Output
- A line, as a ratio
- Feeds
- Entry and exit rules
- Warm-up
- 20 bars before its first reading
- Updates
- When each bar closes
- Filters entries
- No. It’s measured and charted, and doesn’t change which entries are taken.
- Part of
- Z-Score
- Also known as
- Standard Score