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Date/Time: Tue, 23 Apr 2024 22:05:42 +0000

Post From: Interquartile Range Bands

[2019-03-07 18:27:44] Link To Thread - Link To Post [Go To First Post]
jakesans - Posts: 50
I'm trying to replicate this IRQ Bands study (see attached for details) but can't find any comparable function to Pine Script's simple "percentile_nearest_rank" function. Any ideas as to a SC ACSIL function or C++ stats library that has something similar? Or will this be more complicated with SC's ACSIL? I did look at the code for SC's Stochastic Percentile study, but it isn't want I need. It only provides the percentile rank of the last value, not the price value that falls into specific percentile rank. This IRQ Bands study is somewhat comparable to STD bands in terms of how to trade them.


percentile_nearest_rank.jpg / V - Attached On 2019-03-07 18:21:56 UTC - Size: 58.96 KB - 686 views IQR Bands Screenshot.jpg / V - Attached On 2019-03-07 18:22:03 UTC - Size: 72.51 KB - 869 views IQR Bands Code.jpg / V - Attached On 2019-03-07 18:22:08 UTC - Size: 49.35 KB - 551 views