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everget
2019年1月25日早上3點06分

Distance Weighted Moving Average 

Euro Fx/U.S. DollarFXCM

描述

Adopted to Pine from http://systemtradersuccess.com/distance-weighted-moving-averages-dwma-idwma/

They wrote that this average is designed to be a robust version of a moving average to reduce the impact of outliers, but I dont see a significant difference comparing it with SMA. So, I published it for the educational purposes.

To learn more about the robust filters and averages google Hampel Filter, Interquartile Range Filter and Recursive Median Filter (or any other filter that is based on quartiles).

Good luck!
評論
jeno_
Great script! Can you get rid of the looping warning when convert into a function in version 4 please?
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