Is it possible to add standard deviation in breadth action.
Actually here is the issue.
I wanted to calculate the standard deviation of a data set rather than number of bars.
As per NSE Momentum methodology below data points are required.
MR12 is the 12 month Momentum Ratio of the stock
µMR, 12 is the mean of the 12 month Momentum Ratios of the eligible
σMR,12 is the std. deviation of the 12 month Momentum Ratios of the
now i think it will only be possible through breadth action. Is it possible to include the same.