我试图在pinescript中重现偏差计算(dev
函数)。文档将dev
定义为:
衡量系列与sma之间的差异
//@version=4
study("deviation")
length = input(20, title="length")
length2 = input(20, title="length")
data = hlc3
mean = sma(data, length)
absolute_deviation = abs(data - mean)
plot(data, title="data", color=color.red)
plot(mean, title="mean", color=color.orange)
plot(absolute_deviation, title="absolute_deviation", color=color.yellow)
plot(dev(data, length2), title="absolute_deviation TV", color=color.yellow, linewidth=3)
黄色图应相互重叠,但事实并非如此。我猜想dev
函数内部的移动平均线计算有些不同。什么事?