Median Absolute Deviation (MAD) is a statistical measure of volatility similar to Standard Deviation. It is considered more resilient to outliers in a data set then StdDev. In the MAD, the deviations of a small number of outliers are irrelevant.
On the screenshot:
yellow: StdDev,
green: g3MAD
[v1.0]
Category NinjaTrader 7 Indicators
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