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gorx1
27 de Jun de 2020 22:00

Harmonic MADs 

Advanced Micro Devices, Inc.NASDAQ

Descrição

No, it's not a new saturation plugin for your fruity loops.
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These are Mean Average Deviations calculated from Harmonic Mean.
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In my previous research I tried to develop "Harmonic Average Deviations", since applying stdevs on Harmonic Mean calculated from reciprocals ain't make sense. Din't work out, prolly cuz by definition stdevs doesn't like negatives. So in the end I ended up using Mean Average Deviations, and turned out it works great. Generally market data doesn't distribute normally, so t's a great tool, now weird kurtosis won't be a problem.
Comentários
gorx1
The script is depreciated, all the functionality is available in my script "Spread by".
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