Anomaly Detection Indicator[Fournier-Eaton]

Detect unusual activity with this script.

This algorithm should detect significant events RELATIVE to the benchmark of your choice. The default is benchmark is QQQ.

• upcoming earnings should be visible
  
• dividend announcements
  
• news events relative to the stock
  
• possible reversals
  
• etc.
  

The granularity of the algorithm changes with selected time-frame.
This is an early version. Please suggest changes.
V0.1