Truncated ATR

2월 14일

This program uses SMA and Truncated Mean to calculate ATR.
A truncated mean or trimmed mean is a statistical measure of central tendency, much like the mean and median. It involves the calculation of the mean after discarding given parts of a probability distribution or sample at the high and low end, and typically discarding an equal amount of both.

2월 15일

릴리즈 노트

This script uses SMA and truncated mean to calculate ATR
A truncated mean or trimmed mean is a statistical measure of central tendency, much like the mean and median. It involves the calculation of the mean after discarding given parts of a probability distribution or sample at the high and low end, and typically discarding an equal amount of both.

Update:
Added an ATR graph for comparison