Z-Score 'Bollinger Bands'

21 thg 9, 2020

The following script is an application of the Z-Score (previous script).

Z-Scores can be used in place of standard deviation (sigma) in 'Bollinger Bands'.

The average of the sample (x-bar) over 21 days (N)
21 average trading days per month, fixed value

The average of the population (mu) over 63 days (n)
63 days per quarter, default is set to 63

Z-Score is calculated by formula in previous script, and the absolute value is taken of "Z".

Z-High = absolute value of Z + (x-bar).
Z-Low = absolute value of Z - (x-bar).

Will update with Z from mu and Z from avg (working on UX and visualization details).

21 thg 9, 2020

Phát hành các Ghi chú

added display options.

can choose from:

Z-Score from sample mean (x-bar)
Z-Score from population mean (mu)

21 thg 9, 2020

Phát hành các Ghi chú

//hexidecimal color switch

21 thg 9, 2020

Phát hành các Ghi chú

//test