MEDIAN function coding

• 02/13/2018 at 1:46 PM #62594
  DAK

  Hi everyone,

  I am working on an indicator trying to return the Median function instead of the classic Average one.

  For example the Median value of the 5 latest price records such as : Median (Price, 5)

  I haven’t seen any function of this type in ProRealTime or on the site’s topics so I tried to code it but can’t manage to get a correct result.

  Any help would be greatly appreciated. Thanks !

  

  DAK

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  02/13/2018 at 2:49 PM #62605
  Nicolas

  Please confirm this definition for a Median:

  Median :    which is the middle number of a group of numbers; that is, half the numbers have values that are greater than the median, and half the numbers have values that are less than the median. For example, the median of 2, 3, 3, 5, 7, and 10 is 4.

  

  Nicolas

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  02/13/2018 at 2:56 PM #62608
  DAK

  Yes Nicolas I confirm this definition.

  Pretty hard to code…

  

  DAK

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  02/13/2018 at 3:01 PM #62610
  Nicolas

  Yes pretty hard without Arrays. Should be possible with a nested loop (first rough idea that come in mind).. let me think of it.

  

  Nicolas

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  02/13/2018 at 7:08 PM #62643
  Despair

  I solved this once with 2 nested for-loops.

  

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  02/13/2018 at 8:18 PM #62652
  Nicolas

  @Despair

  Would save me time if you could share your code snippet with us. Thank you in advance.

  

  Nicolas

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  02/13/2018 at 8:34 PM #62656
  Despair

  I will of course do so but I can’t find it so far. :-S I will search again…

  

  Despair

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  02/13/2018 at 8:57 PM #62659
  Despair

  Found it 🙂

  Median Filter

  once Median=0 if barindex>length then FOR X = 0 TO length-1 M = close[X] //this example takes the median of the last 5 closes SmallPart = 0 LargePart = 0 FOR Y = 0 TO length-1 IF close[Y] < M THEN SmallPart = SmallPart + 1 ELSIF close[Y] > M THEN LargePart = LargePart + 1 ENDIF IF LargePart = SmallPart AND Y = length-1 THEN Median = M BREAK ENDIF NEXT NEXT endif Return Median as "Median"

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  once Median=0 if barindex>length then   FOR X = 0 TO length-1   M = close[X]    //this example takes the median of the last 5 closes   SmallPart = 0   LargePart = 0   FOR Y = 0 TO length-1    IF close[Y] < M THEN     SmallPart = SmallPart + 1    ELSIF close[Y] > M THEN     LargePart = LargePart + 1    ENDIF   IF LargePart = SmallPart AND Y = length-1 THEN    Median = M    BREAK   ENDIF NEXT NEXT endif Return Median as "Median"

   

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  02/13/2018 at 11:18 PM #62670
  DAK

  It works very well thank you guys for quick and helpful response !

  

  DAK

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  07/05/2021 at 6:36 AM #173127
  IG_CFD_Trader

  Hi Nicolas,

  Have you worked out the Median function using arrays?

  Tnx in advance.

  

  IG_CFD_Trader

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  07/05/2021 at 10:22 AM #173148
  robertogozzi

  Actually I don’t think arrays are of much help in this case, because CLOSE is an array by itself (close[0], close[1], etc…). In any case you will have to always scan LENGTH bars (or elements) to get the MEDIAN.

   

   

  

  robertogozzi

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  07/05/2021 at 11:16 AM #173150
  IG_CFD_Trader

  What is the data set is not CLOSE?

  

  IG_CFD_Trader

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  07/05/2021 at 11:29 AM #173152
  robertogozzi

  Whatever tha data set, it is historicized (thus becoming an array).

  Be it MedianPrice, TypicalPrice, xClose (Heikin-Ashi close) or any expression assigned to a variable.

   

  

  robertogozzi

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