OPEN-SOURCE SCRIPT
Outlier changes alert
An indicator that calculates click (price change), percentage change, and Z-score changes while displaying outliers based on defined ranges.
Outlier Detection:
Mark outliers (for price, percentage, Z-score) based on user-defined thresholds. For example, any price movement exceeding a certain Z-score or percentage change could be marked as an outlier and displayed on chart.
Indicator Overview:
1. Click (Price Change):
Calculate the absolute price change from one period to another (e.g., from the current closing price to the previous closing price).
2. Percentage Change:
Calculate the percentage price change over a specific period, showing how much the price has changed in relative terms compared to the previous price.
3. Z-Score:
Compute the Z-score to standardize the price change relative to its historical average and standard deviation. The Z-score helps in detecting whether a price movement is an outlier or falls within a normal range of volatility.
Outlier Detection:
Mark outliers (for price, percentage, Z-score) based on user-defined thresholds. For example, any price movement exceeding a certain Z-score or percentage change could be marked as an outlier and displayed on chart.
Indicator Overview:
1. Click (Price Change):
Calculate the absolute price change from one period to another (e.g., from the current closing price to the previous closing price).
2. Percentage Change:
Calculate the percentage price change over a specific period, showing how much the price has changed in relative terms compared to the previous price.
3. Z-Score:
Compute the Z-score to standardize the price change relative to its historical average and standard deviation. The Z-score helps in detecting whether a price movement is an outlier or falls within a normal range of volatility.
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者は、トレーダーが理解し検証できるようにオープンソースで公開しています。作者に敬意を表します！無料で使用することができますが、このコードを投稿で再利用するには、ハウスルールに準拠する必要があります。 お気に入りに登録してチャート上でご利用頂けます。
チャートでこのスクリプトを利用したいですか？
免責事項
これらの情報および投稿は、TradingViewが提供または保証する金融、投資、取引、またはその他の種類のアドバイスや推奨を意図したものではなく、またそのようなものでもありません。詳しくは利用規約をご覧ください。