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Z-score filter should also capture price spikes.

Open proskurin opened this issue 4 years ago • 1 comments

Add parameter to z-score filter functions so that the filter may capture not only price spikes, but also price declines.

For example in the implementation of the z_score_filter, there is a sign bug : the filter only filters occurences where the price is above the threshold (condition formula should be abs(price-mean) > thresstd instead of price > mean + thresstd

proskurin avatar Jan 18 '21 13:01 proskurin

Hello @proskurin, I would like to contribute to this project by solving this issue. Can I?

Dhavin avatar Aug 18 '21 18:08 Dhavin