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capissimo
Feb 18, 2021 8:15 AM

Volatility Arbitrage 

Euro Fx/U.S. DollarFXCM

描述

Description:

This indicator uses rate of change (ROC) indicator and its standard deviations.
ROC values are cycling around zero, i.e. around the mean.
Two standard deviations of the ROC draw the upper and the lower bounds that serve as thresholds.
These capture outliers that can be used as signals.
评论
UnknownUnicorn6774437
A very interesting indicator! I will definitely test it. Thanks!!!
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