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snappyfrog 728 posts msg #160616 - Ignore snappyfrog modified	10/11/2023 9:11:49 AM Here is my take on using the Z-score for finding mean reversions. "In most large data sets (assuming a normal distribution of data), 99.7% of values lie between -3 and 3 standard deviations, 95% between -2 and 2 standard deviations, and 68% between -1 and 1 standard deviations." I sort by Z-score, typically looking for stocks below -2 deviations. Fetcher[ market is not otcbb market is not etf price > 5 avgvol(30) > 1000000 set{var1, ema(200)} set{var2, close - var1} set{zscore, var2 / Standard Deviation(200)} draw zscore line 1.5 draw zscore line -1.5 add column separator add column zscore ]
Mactheriverrat 3,156 posts msg #160618 - Ignore Mactheriverrat	10/11/2023 5:28:48 PM Thanks for the code!

StockFetcher Forums · General Discussion · Z-Score

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