Available translations

Probabilities: Max Sigma

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Summary: This is an indicator that uses the candle maximum, a Moving Average (MA) of 200 periods and Standard Deviation (sigma) to calculate it's output value.
Max Sigma on the Charts
This indicator produces an output value, Z, by using the a 200MA, the sigma (standard deviation) value: Z = (Return - 200MA) / sigma
  • Return: the natural log of candle.max / candle.previous.min
The length of the calculation can be changed by locating and opening the Javascript Code under Data Building Procedure -> Procedure Loop under ’SR max sigma probability’ Product Definition.
Products & Properties
The following properties are available to access:
Product Name Product Variable Properties
R max sigma probability RMax Z
Example:
Accessing the data for this indicator is shown below:
 chart.at01hs.RMax.Z
Maintainer:
Previous
Probabilities: Min Sigma