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The following functions can be used with series variables.
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Highest
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Find the highest value of the series.
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Lowest
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Finds the lowest value of the series.
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Average
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Finds the average value of the series.
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StandardDeviation
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Finds the standard deviation of the series.
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RegressionSlope
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Finds the slope of the linear regression.
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RegressionEnd
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Finds the end point (Y axis) after a call to RegressionSlope
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Correlation
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Finds the correlation of two series.
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CorrelationLog
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Finds the correlation of two series, using the log of the change in price.
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CorrelationSynch
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Used for IPV Auto Indexed Series or Price Series and synchs the dates of the two series before computing the correlation
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CorrelationLogSynch
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Used for IPV Auto Indexed Series or Price Series and synchs the dates of the two series before computing the correlationlog
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CrossOver
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Returns true if two series have crossed over.
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HighestBar
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Returns the number of bars back from the starting offset of the highest bar.
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LowestBar
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Returns the number of bars back from the starting offset of the lowest bar.
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Median
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Returns the median.
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StandardDeviationLog
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Returns the standard deviation of the log of the change in prices.
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SwingHigh
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Returns the swing high value.
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SwingHighBar
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Returns the number of bars back from the starting offset of the swing high bar.
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SwingLow
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Returns the swing low value.
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SwingLowBar
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Returns the number of bars back from the staring offset of the swing low bar.
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SortSeries
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Sorts the series
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SortSeriesDual
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Sorts series1 based on the values of series2
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GetSeriesSize
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Returns the current size of the series.
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SetSeriesSize
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Sets the size of the series.
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SetSeriesValues
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Sets a value into every element of the series
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The series on which these function apply:
| • | instrument.unadjustedClose |
| • | instrument.extraData1 through instrument.extraData8 |
| • | instrument.weekOpen (indexed by week) |
| • | instrument.weekHigh (indexed by week) |
| • | instrument.weekLow (indexed by week) |
| • | instrument.weekClose (indexed by week) |
| • | Block Permanent Series Variables |
| • | Instrument Permanent Series Variable |
NOTE: if you use this function on an "Auto Indexed" Instrument Permanent or Block Permanent Series variable, then the offset parameter sets the start index as a lookback from the current instrument bar or test day. However, if you use this function on a non "Auto Indexed" series variable, then the offset parameter is the start index. The function uses the bars prior to and including the start index for the calculation.
Example
' myCustomArray is defined as an Instrument Permanent non Auto Indexed Series Variable
' Finds the average of elements number 8, 9, and 10:
myAverage = Average( myCustomArray, 3, 10 )
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