| Statistic Functions
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avedev
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avedev(x, n):
x: an array of numbers,
n: period number
calculate the average of the absolute deviations of x in n periods.
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n := 20; # cci
typ := (high + low + close)/3;
cci := (typ-ma(typ, n))/(0.015*avedev(typ, n));
fillrgn(cci, 100), color963264;
fillrgn(-100, cci), color963264;
cci, colorf05a5a;
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| var |
var(x, n):
x: an array of numbers,
n: period number
estimate variance of x in n periods.
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# std(x, n) is very close to (var(x, n))^(1/2)
n := 5;
a:= pow(var(c, n), 0.5);
b:= std(c, n);
a-b, colorred;
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std |
std(x, n):
x: an array of numbers,
n: period number
estimate standard deviation of x in n periods.
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n := 10; p := 3;
bbi:(ma(close,3)+ma(close,6)+ma(close,12)+ma(close,24))/4;
upr:bbi+p*std(bbi, n);
dwn:bbi-p*std(bbi, n);
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slope |
slope(x, n):
x: an array of numbers,
n: period number
use the least squares method to find the best fitting line of x in n periods
and return the slope of the line.
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0, colorred;
slp:(close, 20);
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relate |
relate(x, n):
relate(x, y, n):
x: an array of numbers,
y: an array of numbers,
n: period number.
relate(x, n): check the match of x with ascending straight lines in n periods
and return the correlation coefficient;
relate(x, y, n): check the match of x with y in n periods and
return the correlation coefficient;
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n := 20;
m := 1;
sigline : 0.8, colorred;
nasdaq_close := "^ixic$ochl.c";
rel : relate(ref(c, m), nasdaq_close, n);
signal_match : rel > sigline;
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