Disparity Index [DW]

8 déc. 2017

This is an iteration of Steve Nison's Disparity Index that includes 5 different moving average types to choose from.

18 févr. 2018

Notes de version

Updates:
Expanded the available moving average types. The available moving averages now in this script are:
-Exponential Moving Average
-Simple Moving Average
-Smoothed Moving Average
-Weighted Moving Average
-Volume Weighted Moving Average
-Arnaud Legoux Moving Average
-Hull Moving Average
-Least Squares Moving Average
-Coefficient of Variation Weighted Moving Average
-Fractal Adaptive Moving Average
-Kaufman's Adaptive Moving Average

Bar colors are now included. The color scheme is based on the direction of the Disparity Index.

13 janv. 2019

Notes de version

Updates:

Expanded the list of filter types available for disparity measurement.
The available filters in this script are now:
-> Exponential Moving Average
-> Simple Moving Average
-> Smoothed Moving Average
-> Weighted Moving Average
-> Volume Weighted Moving Average
-> Arnaud Legoux Moving Average
-> Least Squares Moving Average
-> Hull Moving Average
-> Coefficient of Variation Weighted Moving Average
-> Fractal Adaptive Moving Average
-> Kaufman's Adaptive Moving Average
-> McGinley Dynamic
-> Moving 50th Percentile
-> Moving Median

Filter type is now selected via an easy to use dropdown menu.

Index is now plotted as columns.

Color scheme has been slightly enhanced.