"In statistics, kernel density estimation (KDE) is a non-parametric way to estimate the probability density function of a random variable." from wikipedia.com
KDE function with optional kernel:
Uniform
Triangle
Epanechnikov
Quartic
Triweight
Gaussian
Cosinus
Republishing due to change of function. deprecated script:
Notas de Lançamento
added quartic and triweight kernels.
Notas de Lançamento
added placeholder for kernels(logistic, sigmoid, silverman)
added kernel calculations for kernel(uniform, triangular, cosine)
Notas de Lançamento
added calculations for kernels(logistic, sigmoid and silverman(Not working atm)
Notas de Lançamento
removed silverman kernel, added highest value index line/label, nearest to 0 index as a dotted gray line.
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.
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