TR and ATR

This commit is contained in:
Miha
2022-04-19 22:34:42 -07:00
parent 50ed6f6504
commit 509b6dec02
41 changed files with 488 additions and 236 deletions
+9 -9
View File
@@ -1,7 +1,9 @@
/**
MAPE: Mean Absolute Percentage Error
namespace QuanTAlib;
using System;
Measures the size of the error in percentage terms
/* <summary>
MAPE: Mean Absolute Percentage Error
Measures the size of the error in percentage terms
Calculation:
MAPE = Σ(|close SMA| / |close|) / n
@@ -9,13 +11,11 @@ Calculation:
Sources:
https://en.wikipedia.org/wiki/Mean_absolute_percentage_error
Remark: returns infinity if any of observations is 0.
Use SMAPE or WMAPE instead to avoid division-by-zero in MAPE
Remark:
returns infinity if any of observations is 0.
Use SMAPE or WMAPE instead to avoid division-by-zero in MAPE
**/
using System;
namespace QuanTAlib;
</summary> */
public class MAPE_Series : Single_TSeries_Indicator
{