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Author Topic: Z-score question  (Read 4397 times)

Douglas Goullet

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Z-score question
« on: March 16, 2015, 11:26:40 am »
Is the Z score the standard deviation trigger? So if in my Ratio system I use Standard deviation at 2.5, my Z score will trigger the trade at =<-2.5 or => 2.5, correct? Thanks.
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admin

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Re: Z-score question
« Reply #1 on: March 16, 2015, 12:28:22 pm »
Yes, correct. You can see detailed explanation at the Wiki. For uptick and downtick modes the Z-score of previous day matters too.
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Douglas Goullet

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Re: Z-score question
« Reply #2 on: March 16, 2015, 12:47:53 pm »
thank you.
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