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Weighted Harrell-Davis Quantile Estimator with AD Oscillator

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xel_arjona

Weighted Harrell-Davis Quantile Estimator with AbsoluteDeviation


Licensing:

This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International Copyright (c) 2021 ( CC BY-NC-SA 4.0)


Copyright's & Mentions:

The Gamma Functions & Beta Probability Density Functions C# implementations by the Math.NET Numerics, part of the Math.NET Project.

The Regularized Incomplete (Left) Beta Function C# implementation by the SAMTools, htslib project.

The Weighted Harrell-Davis Quantile estimator; C# & R implementations by Andrey Akinshin.

External PineScript code, methods, support & consultancy by PineCoders staff with special mention for:
+ "ma sorter ('sort by array' example)- JD" by @Duyck.
+ Porting, mods, compilation and debugging for this script by xel_arjona for the TradingView's PineCoders community.

I made it an oscillator. Features include normalization, line display, and smoothing. :DDD Enjoy!

(Ive been wanting to do this for a while but I wanted to make the library first but you know what this was fun so there you go its here now)
Note di rilascio
Updated chart and added some trimming to the low band. If the low band is less than 0 its just 0 now.
tloBand = loBand < 0 ? 0 : loBand

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.