DeltaStats (Rolling)

8月6日

DeltaStats (Rolling)
Benchmark price, volatility, and true range over your rolling window—instantly.

Metrics:
• Net Change
– Compares today’s close to the close span bars ago for % and log returns
– Normalized (PoP) Change = (net move ÷ √span) ÷ simple average of per-bar absolute moves over span × multiplier
• Standard Deviation
– Calculates span-bar SD and displays: % of mean, log % of mean
– Normalized (PoP) SD = (current SD − span bars ago SD) ÷ simple average of RMS deviations over span × multiplier
• Average True Range
– Calculates span-bar ATR and displays: TR/TrueMid % (avg), TR/TrueMid log % (avg)
– Normalized (PoP) ATR = (current ATR − span bars ago ATR) ÷ simple average of one-bar TR over span × multiplier

Toggle each metric between
1. % of Baseline
2. Log % of Baseline
3. Normalized (PoP—period-over-period)

Underlying calculations:
• Net Change
– % vs baseline = (close ÷ close[span] − 1) × 100
– Log % vs baseline = log(close ÷ close[span]) × 100
– Normalized (PoP) = (Δ ÷ √span) ÷ SMA(|Δ one-bar|, span × mult)

• Standard Deviation
– % of mean = SD(span) ÷ SMA(close, span) × 100
– Log % of mean = log(SD(span) ÷ SMA(close, span) + 1) × 100
– Normalized (PoP) = (SD(span) − SD(span ago)) ÷ SMA(RMS deviations, span × mult)

• Average True Range
– % vs TrueMid = SMA(TR ÷ TrueMid, span) × 100
– Log % vs TrueMid = SMA(log(TR ÷ TrueMid + 1), span) × 100
– Normalized (PoP) = (ATR(span) − ATR(span ago)) ÷ SMA(one-bar TR, span × mult)

8月6日

發行說明

updated chart