SigmaSpikes(R) per Adam H. Grimes

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/

版本注释:

Columns as default charting option

版本注释:

Sigma calculated by dividing yesterday's(!) stdev