OPEN-SOURCE SCRIPT
Updated

KDE-Gaussian

5 867
"In statistics, kernel density estimation (KDE) is a non-parametric way to estimate the probability density function of a random variable."
from wikipedia.com
Release Notes
fixed a issue when using float type observations.
added a draw function to draw the KDE graph(you need to see all the bar history to see it, doesnt work for float observations)
Release Notes
removed some redundant parameters, added bandwidth, nstep parameters, the graph looks stepd due to x axis havin interdigit floating numbers so it rounds to nearest causing that effect.
Release Notes
improved the kde draw function

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.