This indicator serves to display the standard deviation model based on open price from the selected anchored timeframe. Per statistics the price may stay within the three sigma range most of the time, most significantly within first sigma range 68% of the time. If price breaks the statistical probabilities and out of the three sigma range entirely it could be...
Display outliers in either value change, volume or volume change that significantly deviate from the past. This uses the standard deviation calculation and the n-sigmas statistical rule of significance, with 2-sigma (a value of 2) signifying that the observed value is stronger than 95% of past values, and 3-sigma 98.5% of past values, and so on for higher sigma...
Close to Close Volatility VS high to low, to evaluate volatility regimes. Both are Volatilities of 40 periods (Modifiable), calculated on 252 days (Average trading days in the American market) (Also modifiable in the case of cryptocurrency analysis). The Moving Average is a 20 periods (Modifiable) Simple Moving Average of the average of both volatilities. Blue =...
Aqua Flow Chart by Angel Algo Aqua flow chart (AFC) is a new chart type that not only displays price in an efficient way but also performs statistical analysis of price moves. It filters out noise and shows buy and sell signals. Signals generated by AFC often are leading ones. This means they allow to forecast future movement of the price before it begins. ...
A detrended series that oscilates around zero is obtained after first differencing a time series (i.e. subtracting the closing price for a candle from the one immediately before, for example). Hypothetically, assuming that every detrended closing price is independent of each other (what might not be true!), these values will follow a normal distribution with mean...
Sigma Spikes were created by Adam Grimes and this is one of the best volatility indicators out there. This indicator not only gives you positive or negative volatility but with my version I can identify any sudden changes from the underlying trend. Buy when the line turns green and sell when it turns red. Let me know if there were any other indicators you wanted...
This indicator offers 15 levels of sigmas in both of superior and inferior sides
Enhanced Sigma by Cryptorhythms Sigma is basically the deviation of returns compared to past returns. The higher / lower the value, shows you how deviated from the average this current bars returns are. While perhaps not usable as a complete strategy for entering and exiting, its still quite useful and informative. It can give interesting signals as to...
█ OVERVIEW “The benchmark Dow Jones Industrial Average is off nearly 300 points as of midday today...” “So what? Is that a lot or a little? Should we care?” -Adam H Grimes- This screener aims to provide Bird-Eye view across sector indices, to find which sector is having significant or 'out-of-norm' move in either direction. The significance of the move is...
Here is a light piece of code, The Indicator Integrator. It sums up a function (like an integral for you calculus folks). Unlike the 'cum' function that does a million bars of look back you can change the look back period, like limits of integration. Built in is a difference of the close from an SMA. And there is an ROC. By changing what is summed up in the loop...
Description: High and Low Envelope channel with median line and 'sigma' offsets to try and encapsulate price flow and quickly locate likely areas of support and resistance on the fly.