Calculating 1st Quartile

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Updated April 11, 2018

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Calculating 1st Quartile

January 31st, 2018, 09:53 PM	#1 (permalink)
JoeyZaza MA/USA Elite Member Experience: Intermediate Platform: Multicharts 64 Broker: AMP Futures Trading: emini es Posts: 72 since Oct 2015 Thanks Given: 30 Thanks Received: 53	Hi All, Looking to calculate the 1st Quartile. From what I have researched is that thinkscript does not support this? in that the necessary function needed is calculating the Median which from what I have seen in the standard functions is in fact the mean... And there is no sorting function either.. Does anyone have code that accomplishes this or guidance on how this can be done? Cheers, JoeyZaza https://nexusfi.com/images/smilies/gtn/pcguru.gif

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February 3rd, 2018, 01:41 AM	#2 (permalink)
SMCJB Houston TX Legendary Market Wizard Experience: Advanced Platform: TT Stellar & Tradestation Broker: Primarily Advantage Futures Trading: Primarily Energy but also a little Equities, Fixed Income, Metals, U308 and Crypto. Frequency: Many times daily Duration: Never Posts: 5,242 since Dec 2013 Thanks Given: 4,586 Thanks Received: 10,533	Know nothing about TOS but if there's a percentile function you could get the 1st Quartile from that.

February 9th, 2018, 05:30 PM	#3 (permalink)
JoeyZaza MA/USA Elite Member Experience: Intermediate Platform: Multicharts 64 Broker: AMP Futures Trading: emini es Posts: 72 since Oct 2015 Thanks Given: 30 Thanks Received: 53	Thank you SMCJB. Unfortunately, although there is a median function there is no other percentile functions in TOS. does anyone have any other ideas on how to calculate the 1st quartile in TOS/Thinkscript?

February 18th, 2018, 02:55 PM	#4 (permalink)
DaveDoggyDogg Los Angeles,CA USA Posts: 16 since Mar 2017 Thanks Given: 0 Thanks Received: 7	i assume you mean quartile timeframe? you can specifially specify the time frames and do 4 in one script for the specified # of days / time period/bars.

April 11th, 2018, 05:35 PM	#5 (permalink)
JoeyZaza MA/USA Elite Member Experience: Intermediate Platform: Multicharts 64 Broker: AMP Futures Trading: emini es Posts: 72 since Oct 2015 Thanks Given: 30 Thanks Received: 53	Hi Davy Dog, No, not timeframe. Referring specifically to calculating a quartile. 1st quartile, as in the 25th percentile. Then further needed to calculate the InterQuartile range, which is the difference of the 3rd and 1st quartiles.

Last Updated on April 11, 2018

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