As a wise man once said that: 1. beginners think in $ change 2. intermediates think in % change 3. pros think in Z change
Here is the "Z-score change" indicator that calculates up/down moves normalized by standard deviation (volatility) displayed as bar chart with 1,2 and 3 stdev levels.
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Add reference doc., cleanup code and chart.
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More accurate calculation based on Investopedia's Z-score definition
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Clean up and update chart
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Add "Source" setting (default to "close" time series), remove "Gaps" setting