Add Feature: Z-Score algorithm #122
Description
Enhancement idea
- Add Feature: Z-Score algorithm.
- Add Settings.
- Add to data window.
- Update Doc's.
- Connect to Alerts Modules and add custom alerts, see here: Update Core Algorithm: Add Alerts Module #70
- Connect to warning signals module, see here: Update Core Algorithm: Add Warning Signals Module #267
- Connect to Trading Signals module, see here: Update Core Algorithm: Add Trading Signals Module #269
- Add to Themes, see here: Add Feature: Themes module to core algorithm #194
Description
A Z-score is a statistical measurement that describes a value's relationship to the mean of a group of values, measured in terms of standard deviations from the mean. If a Z-score is 0, it indicates that the data point's score is identical to the mean score. Positive Z-scores indicate values above the mean, while negative scores indicate values below the mean.