OPEN-SOURCE SCRIPT
META: Kahan Summation (Scripting Exercise)
I was curious to see what Pine uses to accumulate numbers. It looks like it uses the simple "add em up" approach, rather than a compensated summation. This means that especially for large numbers, there is an inherent error amount.
This script implements the Kahan Summation Algorithm, also known as compensated summation.
en.wikipedia.org/wiki/Kahan_summation_algorithm
This is part 2 of my study into the builtin stdev function. I think this is why it differs so much from the simple two-pass solution.
This script implements the Kahan Summation Algorithm, also known as compensated summation.
en.wikipedia.org/wiki/Kahan_summation_algorithm
This is part 2 of my study into the builtin stdev function. I think this is why it differs so much from the simple two-pass solution.
Script de código aberto
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publications is governed by House rules. Você pode favoritá-lo para usá-lo em um gráfico.
Quer usar esse script no gráfico?
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.