Implement Z-Score Indicator

[cinar]

Description

Measures how many standard deviations price is away from its SMA.

Math/Formula

$$\text{Z-Score} = \frac{P_t - \text{SMA}(Price, n)}{\text{StdDev}(Price, n)}$$

Implementation Details

• Struct name: ZScore[T helper.Number]
• Constructor: NewZScore[T helper.Number](), NewZScoreWithPeriod[T helper.Number](period int)
• Parameters: period (default: 20)
• Functions: Compute(<-chan T) <-chan T, IdlePeriod() int, String() string
• Use the existing Sma and MovingStd implementations.
• Test files with 100% coverage.

Suggested Package

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