GetMedian()

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GetMedian()

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Definition

Returns the statistical median value of the specified series over the specified look-back period. This method sorts the values of the specified look back period in ascending order and return the middle value.
 

Notes:

1. This method should NOT be confused with Median prices defined as (High + Low) / 2. This method returns the statistical median of a series.

2. If an even number is passed as the look-back period, the average of the two middle values in the sorted values will be returned.

 

 

Method Return Value

A double value representing the median value of the series.

 

Syntax
GetMedian(ISeries<double> series, int lookBackPeriod)

 

Parameters

lookBackPeriod

Number of bars back to include in the calculation

series

Any Series<double> type object such as an indicator, Close, High, Low, etc...

 

 

Examples

ns

protected override void OnBarUpdate()
{  
  // Print the median price of the last 10 open prices
  //(current open price + look back period's 9 open prices before that)
  double openMedian = GetMedian(Open, 9);        
  Print("The median of the last 10 open prices is: " + openMedian);      
}