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LogReturnsZScore
This indicator plots the z-score of the log returns of a time series. It can be used to indicate periods of high and low volatility.
Ver 1.00 posted 20 June 2010
NT7b17 compile
Category
The Elite Circle
Details:
LogReturnsZScore
Category:
The Elite Circle
June 19th, 2010
Size: 5.97 KB
Keywords:
mxasj
volatility
zscore
501
MXASJ
Comments/ratings
ejtrader
November 9th, 2011 08:50 AM
Very nice way to do it and see lot of value in this indicator! Thanks for sharing!!
birdoggg
November 28th, 2012 01:32 AM
Nice!
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