Trapezoidal Weighted Moving Average and Bollinger Bands

SPDR S&P 500 ETF TRUSTArca

תיאור

⋅ 20 פבר׳ 2022 11:27

This weighting method linearly weights a percentage of values from both the beginning and the end of the rolling window in order to minimize the effect of outliers entering and leaving the window.

הערות שחרור

⋅ 20 פבר׳ 2022 15:31

minor correction

תגובות

OutsourcE

⋅ 9 יוני 2022 08:43

On the contrary, lets maximize the effect of the outliers!)

syrinxflunki

⋅ 20 פבר׳ 2022 13:04

Thanks boss :)

henryph24

⋅ 20 פבר׳ 2022 12:56

good stuff buddy

עוד