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Statistic Functions

avedev

avedev(x, n):

x: an array of numbers,
n: period number

calculate the average of the absolute deviations of x in n periods.

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;
var

var(x, n):

x: an array of numbers,
n: period number

estimate variance of x in n periods.

# 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;

std

std(x, n):

x: an array of numbers,
n: period number

estimate standard deviation of x in n periods.

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);

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.

0, colorred;
slp:(close, 20);

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;

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;

 

Function Index
abs | align | avedev | backset | barscount | barslast | barssince | between | capital | ceiling | circledot | close | color | colorstick | cost | count | cross | crossdot | date | datediff | day | dma | drawicon | drawline | drawnumber | drawtext | ema | every | exist | fillrgn | filter | finance | floor | hhv | hhvbars | high | if | intpart | iscamarket | isdown | isequal | islastbar | isup | isusmarket | last | linestick | linestyle | linethick | llv | llvbars | ln | log | longcross | low | ma | max | min | mod | month | not | open | partline | peak | peakbars | peaktrough | peaktroughbars | pointdot | polyline | pow | range | ref | relate | reverse | sar | sarturn | sgn | sigperform | slope | sma | std | stick | stickline | sum | sumbars | transparency | trough | troughbars | var | vertline | vol | volstick | weekday | winner | year | zig