outlierLevel(src, len, level) Gets the (standard deviation) outlier level for a given series. Parameters: src: The series to average and add a multiple of the standard deviation to. len: The The number of bars to measure. level: The positive or negative multiple of the standard deviation to apply to the average. A positive number will be the upper boundary and a negative number will be the lower boundary. Returns: The average of the series plus the multiple of the standard deviation.
naOutliers(src, len, maxDeviation) Returns only values that are within the maximum deviation. Parameters: src: The series to filter results from. len: The The number of bars to measure. maxDeviation: The maximum deviation before considered an outlier.
normalize(src, len, maxDeviation, baseline) Returns the source value adjusted by its standard deviation. Parameters: src: The series to measure. len: The number of bars to measure the standard deviation. maxDeviation: The maximum deviation before considered an outlier. baseline: The value considered to be at center. Typically zero.
cleanUsing(src, result, len, maxDeviation) Returns an array representing the result series with (outliers provided by the source) removed. Parameters: src: The source series to read from. result: The result series. len: The maximum size of the resultant array. maxDeviation: The positive or negative multiple of the standard deviation to apply to the average. A positive number will be the upper boundary and a negative number will be the lower boundary. Returns: An array containing the cleaned series.
clean(src, len, maxDeviation) Returns an array representing the source series with outliers removed. Parameters: src: The source series to read from. len: The maximum size of the resultant array. maxDeviation: The positive or negative multiple of the standard deviation to apply to the average. A positive number will be the upper boundary and a negative number will be the lower boundary. Returns: An array containing the cleaned series.
cleanArray(src, maxDeviation) Returns an array representing the source array with outliers removed. Parameters: src: The source series to read from. maxDeviation: The positive or negative multiple of the standard deviation to apply to the average. A positive number will be the upper boundary and a negative number will be the lower boundary. Returns: An array containing the cleaned series.
naArrayOutliers(src, maxDeviation) Returns an array representing the source array with outliers removed. Parameters: src: The array to set outliers to N/A. maxDeviation: The maximum deviation before considered an outlier. Returns: True if there were any outliers; otherwise false.
outlierLevelAdjusted(src, len, level, maxDeviation) Gets the (standard deviation) outlier level for a given series after a single pass of removing any outliers. Parameters: src: The series to average and add a multiple of the standard deviation to. len: The The number of bars to measure. level: The positive or negative multiple of the standard deviation to apply to the average. A positive number will be the upper boundary and a negative number will be the lower boundary. maxDeviation: The optional standard deviation level to use when cleaning the series. The default is the value of the provided level. Returns: The average of the series plus the multiple of the standard deviation.
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