OPEN-SOURCE SCRIPT

META: Kahan Summation (Scripting Exercise)

2891
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)

Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.