TradingView
peacefulLizard50262
1 июля 2022 г., 05:19

Weighted Harrell-Davis Quantile Estimator with AD Oscillator 

Bitcoin / U.S. dollarBitstamp

Описание

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)

Информация о релизе

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
Комментарии
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!
Ещё