Rolling deviations

Sometimes the market data follows normal distribution, in these cases it is more appropriate to utilize mean-based statistical techniques. This script plots the special case of seven-number summary with 1st, 2nd & 3rd standard deviations below and above the mean.

It also has "Log-space" switch which should be checked while using logarithmic scale.

The next version with minor visual improvs might arrive soon

發布通知:

4th & 5th standard deviations and median were added for experimental purposes & saving space

發布通知:

Mid-range statistic was added for research purposes (disabled by default).