Outlier Detecting Cumulative Moving Average (ODCMA)

This is a simple moving average with a rolling length that resets whenever there is an outlier in the data. I have also included volume weighting.

The length represents the lookback period for the outlier detection and the "Outlier Detection" is the deviation level to trigger the detection. You can select from: price detection, volume detection, price or volume detection, price and volume detection.

I hope you can find this script useful. Its like a session weighted moving average but instead it retriggers the cumulative sum whenever there is an outlier.

릴리즈 노트

I added true range outlier detection as option

릴리즈 노트

Fix to volume score

릴리즈 노트

added pivot points and smoothing

오픈 소스 스크립트

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