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/
www.marketlifetrading.com/
adamhgrimes.com/
www.marketlifetrading.com/
リリースノート:
Columns as default charting option
リリースノート:
Sigma calculated by dividing yesterday's(!) stdev