Z-Score 'Bollinger Bands'

The following script is an application of the Z-Score (previous script).

Z-Scores can be used in place of standard deviation (sigma) in 'Bollinger Bands'.

The average of the sample (x-bar) over 21 days (N)
21 average trading days per month, fixed value

The average of the population (mu) over 63 days (n)
63 days per quarter, default is set to 63

Z-Score is calculated by formula in previous script, and the absolute value is taken of "Z".

Z-High = absolute value of Z + (x-bar).
Z-Low = absolute value of Z - (x-bar).

Will update with Z from mu and Z from avg (working on UX and visualization details).
版本注释: added display options.

can choose from:

Z-Score from sample mean (x-bar)
Z-Score from population mean (mu)
版本注释: //hexidecimal color switch
版本注释: //test
从常用脚本中删除 添加到常用脚本


interesting to find your calculation of Z score uses Standard Error instead of Standard Deviation as denominator . May I know your thought process behind this ? Thanks!
hey man, i was thinking that in case of such PROPER use of statistics & difference between sample/population... Think about implementing Bessel's correction for x-bar. Me personally I don't really trust this concept, but I can be wrong, and it looks like u know the thing
very interesting, thanks for sharing!
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