OPEN-SOURCE SCRIPT
Aggiornato

Tame Polynomial LSMA Estimation

6 394
Experimental Script! [Proceed with caution]

Big thanks to alexgrover for his original Polynomial LSMA Estimation script.
I liked the concept and thought about how to make it behave more like a moving average, with less overshoot.
My idea is to use "sigma approximation" to tame the kernel. Hence the name of this script.

Higher "orders" will make the filter stick closer to the price.
You might notice that with an order of 2 or 3, it behaves more like a traditional moving average, with reduced lag.


Note: This is my first publication. I didn't have enough reputation to post images with it.

Once again, much thanks to alexgrover and the TradingView community!
Note di rilascio
Shortened the code.
Now using arrays.

Declinazione di responsabilità

Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.