pages / script_functions / range_regime

script_functions · range_regime

range_regime(w): How wild the market is now against its last w bars: the current sigma over the median sigma of the last w bars (w at most 2000). 1 is typical, over 1 wild, under 1 calm. No value until w bars of the segment have a sigma. (ext cubicle)

id
range_regime
ext
cubicle

the set is declared by cubicle

used by

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release 2: a leaf · the inclusion proof · head 0xcce32dfb4664a3b2…

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