TradingView
peacefulLizard50262
1 lug 2022 05:19

Weighted Harrell-Davis Quantile Estimator with AD Oscillator 

Bitcoin / U.S. dollarBitstamp

Descrizione

xel_arjona

tradingview.com/script/iiNI8Ml2-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
Commenti
V4lkyri3
Hey, after applying the indicator, it shows a study error saying - Calculation takes too long to execute (>20000ms)
peacefulLizard50262
@V4lkyri3, What time frame where you using and what settings where you using?
twinpelican
@peacefulLizard50262, doesn't work on lower time frames - 1m, 3m, 5m, 15m, 30m, 45m, 1h, 2h, 3h.

Works on 4h and above.
peacefulLizard50262
@twinpelican, interesting. Thank you for the report. I would check with the original coder for the script. For me I can go as low as 2 minutes. I might be able to make a feature to help with this. Free users can only use up to 20000ms where payed users can use more. That is also something to keep in mind so I think its great that you where able to report working time frames for free users. Thank you :)
twinpelican
@peacefulLizard50262, thank you for answering. Great script!
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