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icostan
Jan 11, 2024 12:01 PM

Z-score change 

BTC Perpetual Futures ContractDeribit

Description

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.

Release Notes

Add reference doc., cleanup code and chart.

Release Notes

More accurate calculation based on Investopedia's Z-score definition

Release Notes

Clean up and update chart

Release Notes

Add "Source" setting (default to "close" time series), remove "Gaps" setting
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