OPEN-SOURCE SCRIPT

META: Kahan Summation (Scripting Exercise)

3 302
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.
META: STDEV Study (Scripting Exercise)

면책사항

해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.