trading-signals
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    Class MAD

    平均绝对偏差(MAD) 类型:波动率

    平均绝对偏差(MAD)计算在给定周期内与均值的绝对偏差/差值。较大的异常值会导致更高的 MAD。

    Hierarchy (View Summary)

    Index

    Constructors

    Properties

    interval: number
    prices: number[] = []

    Accessors

    • get isStable(): boolean

      Returns boolean

    Methods

    • Parameters

      • inputs: readonly number[]
      • replace: boolean = false

      Returns (null | number)[]

    • Parameters

      • prices: number[]
      • Optionalaverage: number

      Returns number