This indicator visualizes in a straight forward way the distance price is away from the mean in absolute standard deviations (Z-score) over a certain lookback period (can be configured). Additionally I've included a moving average of the distance, the MA type can be configured in the settings. Personally using this indicator for some of my algo mean reversion...

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Volatility Qaulity Zero Line attempts to keep a trader out of ranging markets, but the original calculation on TradingView had to be adjusted for each instrument. To avoid this issue, I have applied a z-score calculation to the VQZL so the result is standardized for all instruments. A Z-Score is simply a value's relationship to the mean (average) of a group of...

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**THIS VERSION HAS BEEN STANDARDIZED WITH A Z SCORE CALCULATION AND ALLOWS THE USER TO SELECT WHICH MOVING AVERAGE THEY WOULD LIKE TO UTILIZE FOR THE SIGNAL LINE** Chart shows the Non-Standardized Enhanced Time Segmented Volume (Multi MA) with default settings on top and the Standardized version with default settings on the bottom. Time Segmented Volume was...

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It is possible to approximate the underlying distribution of a random variable by using what is called an "Histogram". In order to construct an histogram one must first split the data into several intervals (also called bins) often of the same size and count the number of values falling within each intervals, the histogram plot is then constructed with the X axis...

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This indicator is a composite of MACD and Z-Score (requested by @ChartAt). The general idea is that counter-trend component of the Z-score is used to adjust/improve the trend component of the MACD. The advantage is that it is a more accurate and “assumption-free” and can more accurately describe how a market or stock actually works in a given time frame. I have...

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This is my open-source indicator of z-score with buy and sell indicators. I see there are other z-score indicators, I just am particular about how I like my z-scores calculated and so decided to make my own and add buy and sell signals to help guide me. And I figured I could share it openly here! What is a Z-Score A z-score is a statistical measures of the...

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The author of this indicator is Veronique Valcu. The z-score (z) for a data item x measures the distance (in standard deviations StdDev) and direction of the item from its mean (U): z = (x-StdDev) / U A value of zero indicates that the data item x is equal to the mean U, while positive or negative values show that the data item is...

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Introduction The ability of the least squares moving average to provide a great low lag filter is something i always liked, however the least squares moving average can have other uses, one of them is using it with the z-score to provide a fast smoothing oscillator. The Indicator The indicator aim to provide fast and smooth results. length control the...

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Heavily modified from Z Score by jwammo12 Compares the z-score of two assets, the onscreen one and the reference one configured. If you're familiar, you can think of it as Bollinger Band Percent of Onscreen Asset minus the Bollinger Band Percent of Reference Asset. It's compared off a simple moving average, due to how standard deviation is calculated. I view...

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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...

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Introduction The fast z-score is a modification of the classic z-score that allow for smoother and faster results by using two least squares moving averages, however oscillators of this kind can be hard to read and modifying its shape to allow a better interpretation can be an interesting thing to do. The Indicator I already talked about the fisher...

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The z-score is a way of counting the number of standard deviations between a given data value and the mean of the data set. Z-score = (x̄ - μ) / (σ / √ n) x̄ = sample mean (using the array.avg function = array(a,close ), where i = 1 to 21) μ = population mean ( = avg(close, n)) σ = standard deviation of the population ( = stdev(close,n)) n = number of 'close'...

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This is a study to determine if small candle bodies (little difference between open and close), regardless of overall candle length (high/low), can be used to filter choppy markets. The indicator will calculate the selected average "MA Mode" of (close-open). To standardize this result and ensure any filters/thresholds do not need to be recalculated for each...

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The author of this indicator is Veronique Valcu. The z-score (z) for a data item x measures the distance (in standard deviations StdDev) and direction of the item from its mean (U): z = (x-StdDev) / U A value of zero indicates that the data item x is equal to the mean U, while positive or negative values show that the data item is above (x>U) or below...

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