Z-Score (ZSCORE)

Number of standard deviations the current value sits from the average of the window it closes. Readings above 2 or below -2 mark unusually high or low values.

Live Demo

Pick a market regime to see how ZSCORE(20) reacts:

Usage

import {ZScore} from 'trading-signals';
 
// ZScore yields results once 20 inputs have been added
const zScore = new ZScore(20);