OPEN-SOURCE SCRIPT
已更新

Tame Polynomial LSMA Estimation

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Experimental Script! [Proceed with caution]

Big thanks to alexgrover for his original Polynomial LSMA Estimation script.
I liked the concept and thought about how to make it behave more like a moving average, with less overshoot.
My idea is to use "sigma approximation" to tame the kernel. Hence the name of this script.

Higher "orders" will make the filter stick closer to the price.
You might notice that with an order of 2 or 3, it behaves more like a traditional moving average, with reduced lag.


Note: This is my first publication. I didn't have enough reputation to post images with it.

Once again, much thanks to alexgrover and the TradingView community!
版本注释
Shortened the code.
Now using arrays.

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