OPEN-SOURCE SCRIPT

Weighted Harrell-Davis Quantile Estimator with AD Oscillator

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xel_arjona

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)
Notes de version
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
Bands and ChannelsOscillatorsstatistics

Script open-source

Dans le plus pur esprit TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par nos Règles. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Vous voulez utiliser ce script sur un graphique ?


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