Weighted Harrell-Davis Quantile Estimator with AD Oscillator
xel_arjona
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)
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)
Release Notes:
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
tloBand = loBand < 0 ? 0 : loBand