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META: Kahan Summation (Scripting Exercise)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 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.
Penunjuk Pine Script®
oleh sclark39
11
META: STDEV Study (Scripting Exercise)While trying to figure out how to make the STDEV function use an exponential moving average instead of simple moving average , I discovered the builtin function doesn't really use either. Check it out, it's amazing how different the two-pass algorithm is from the builtin! Eventually I reverse-engineered and discovered that STDEV uses the Naiive algorithm and doesn't apply "Bessel's Correction". K can be 0, it doesn't seem to change the data although having it included should make it a little more precise. en.wikipedia.org
Penunjuk Pine Script®
oleh sclark39
55

Pilihan data pasaran disediakan oleh perkhidmatan Data ICE. Pilihan data rujukan disediakan oleh FactSet. Copyright © 2025 FactSet Research Systems Inc.© 2025 TradingView, Inc.

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