Our statistical tools include a various 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 mean. Furthermore, the signed number of standard devi [...]
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 Linear Regression Channel indicator. Our Indicator Library version features a number [...]
Unlike the standard Regression Channel which is based on data from a fixed lookback period, the Regression Channel Daily [...]
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. [...]