An indicator that calculates click (price change), percentage change, and Z-score changes while displaying outliers based on defined ranges. Outlier Detection: Mark outliers (for price, percentage, Z-score) based on user-defined thresholds. For example, any price movement exceeding a certain Z-score or percentage change could be marked as an outlier and...
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...
1st it exactly looks like the original Supertrend indicator. But if you see the options, you can see it is totally different: It uses my other indicator inside: Zero Lag Keltner Channels, so you can use smoothed ATR bands for calculation instead of the raw ATR. By default it's length is 1 so it works like the original Supertrend. You can choose different...
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...