Here you will find a few statistical tools including a moving median, the Z-score and several measures of statistical dispersion. The indicators are applied to the selected input series and calculated over a sliding window of price bars. Calculations only use a single data point for each price bar. All indicators in this section can also be applied to other indicators.

The interquartile range or midspread is a measure of dispersion of a data set. It is equal to the difference between the [...]

The mean absolute deviation is a measure of dispersion of a set of data points. It can be used in place of the standard [...]

The mean absolute deviation around the median is a measure of dispersion of a set of data points. It can be used in plac [...]

The median absolute deviation around the median is a measure of dispersion of a set of data points. It can be used in pl [...]

The Modified Z-score applies the median calculation instead of the median. Furthermore, the signed number of standard de [...]

The moving median is a central tendency which is calculated over a sliding window of price bars or indicator values. The [...]

NinjaTrader 8 comes with a standard version of the Regression Channel. The library version includes the option of calcul [...]

The standard deviation is a measure of dispersion of a data set around its mean. This indicator calculates the same stan [...]

The standard deviation is a measure of dispersion of a data set around its mean. This indicator uses a similar formula a [...]

The volume weighted mean absolute deviation is a dispersion measure of a set of data points. The volume weighted mean ab [...]

A Z-score or standard score is a numerical measurement of a value’s relationship to the arithemic mean of the data set. [...]