OPEN-SOURCE SCRIPT
已更新 Gaussian Moving Average (GA)
The Gaussian moving average (GA) is a technical analysis tool that is used to smooth out price data and identify trends. It is similar to a simple moving average (SMA), but instead of using equal weights for each value in the calculation, it uses a Gaussian distribution to assign weights. This means that the values at the edges of the calculation window have lower weights and are given less importance in the moving average calculation, while the values at the center of the window have higher weights and are given more importance. This helps to reduce the impact of noisy or outlying data points on the moving average and make it more responsive to changes in the underlying trend.
To calculate the GA, the script first defines the standard deviation of the Gaussian distribution. This is a measure of how spread out the values in the distribution are and can be adjusted to change the shape of the curve. The default value in the script is set to one quarter of the length of the calculation window, which gives a bell-shaped curve with a peak at the center of the window.
Next, the script generates an array of indices from 1 to the length of the calculation window. This is used to calculate the weights for each value in the moving average calculation. The weights are calculated using the Gaussian distribution, with the indices as the input values and the standard deviation as a parameter. This produces a set of weights that are highest at the center of the window and decrease towards the edges.
Finally, the script calculates the weighted sum of the values in the calculation window using the weights. This is divided by the sum of the weights to give the moving average value. The resulting moving average is smoother and more responsive to changes in the underlying trend than a simple moving average, making it a useful tool for technical analysis.
Overall, this script is useful for analyzing financial data and identifying trends in the data. By using the Gaussian moving average, the script can smooth out fluctuations in the data and make trends more apparent, which can help traders make more informed decisions.
To calculate the GA, the script first defines the standard deviation of the Gaussian distribution. This is a measure of how spread out the values in the distribution are and can be adjusted to change the shape of the curve. The default value in the script is set to one quarter of the length of the calculation window, which gives a bell-shaped curve with a peak at the center of the window.
Next, the script generates an array of indices from 1 to the length of the calculation window. This is used to calculate the weights for each value in the moving average calculation. The weights are calculated using the Gaussian distribution, with the indices as the input values and the standard deviation as a parameter. This produces a set of weights that are highest at the center of the window and decrease towards the edges.
Finally, the script calculates the weighted sum of the values in the calculation window using the weights. This is divided by the sum of the weights to give the moving average value. The resulting moving average is smoother and more responsive to changes in the underlying trend than a simple moving average, making it a useful tool for technical analysis.
Overall, this script is useful for analyzing financial data and identifying trends in the data. By using the Gaussian moving average, the script can smooth out fluctuations in the data and make trends more apparent, which can help traders make more informed decisions.
版本注释
major update开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。