ReferencesCommonAnalytical

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 returns the middle value.

  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

ParameterDescription
lookBackPeriodNumber of bars back to include in the calculation
seriesAny Series<double> type object such as an indicator, Close, High, Low, etc…

Examples

1protected override void OnBarUpdate()
2{   
3   // Print the median price of the last 10 open prices 
4   //(current open price + look back period's 9 open prices before that)
5   double openMedian = GetMedian(Open, 9);         
6   Print("The median of the last 10 open prices is: " + openMedian);      
7}