[QuantSchool] Fit two different curves one onto another

ionone

[QuantSchool] Fit two different curves one onto another

1 by ionone

The main way I map two curves together is pretty simple.
this technique is important if you want to put RSI on price data for instance.

First use Standardization on the data you want to fit to the destination data
then multpiply it by the volatility filter you used in the standardization (usually Standart Deviation) but with the volatility of the *destination* data
and simply add the standardized data to the moving average of the destination curve

so pseudo code would be like this :

Code: Select all

double sourceData[];
double destinationData[];

data1[] = (sourceData[] - MA(sourceData)) / StdDev(sourceData)

result[] = MA(destinationData) + data1[] * StdDev(destinationData)

MrTools please could you tell us more ways to do that ?
I think there are "OnChart" RSIs and CCIs but I didn't look into the code.
I would really appreciate you dissecting these codes and explaining how they work that would be amazing

Jeff

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[QuantSchool] Fit two different curves one onto another

[QuantSchool] Fit two different curves one onto another

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