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gorx1
27 июня 2020 г., 22:00

Harmonic MADs 

Advanced Micro Devices, Inc.NASDAQ

Описание

No, it's not a new saturation plugin for your fruity loops.
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These are Mean Average Deviations calculated from Harmonic Mean.
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In my previous research I tried to develop "Harmonic Average Deviations", since applying stdevs on Harmonic Mean calculated from reciprocals ain't make sense. Din't work out, prolly cuz by definition stdevs doesn't like negatives. So in the end I ended up using Mean Average Deviations, and turned out it works great. Generally market data doesn't distribute normally, so t's a great tool, now weird kurtosis won't be a problem.
Комментарии
gorx1
The script is depreciated, all the functionality is available in my script "Spread by".
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