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Quartiles - indicateur pour MetaTrader 5
- Publié par:
- Nikolay Kositsin
- Vues:
- 6851
- Note:
- Publié:
- 2012.01.12 13:05
- Mise à jour:
- 2016.11.22 07:32
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Real author:
LeMan
The indicator shows the first, second and third quartiles of the sample. Quartiles is a set of quantiles for p=0.25, 0.5, 0.75. Their estimates (quartiles
of the empirical distribution) are the values that divide a data sample into four groups containing (if possible) the same number of
observations.
When talking about quartiles we usually mean upper q3 and lower q1 quartiles; the second quartile is the median q2.
Lower q1 quartile is the value, below which a quarter of data is located in an ordered set, while upper q3 quartile is a value, above which a quarter of data is located in an ordered set.
This indicator was first implemented in MQL4 and published in Code Base at mql4.com 23.09.2010.
Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/690
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