How to get the median closing price?

How to get the median closing price?

Chaim6
2014-05-19 04:21:00

Is there a way to get the median (not the simple moving average but the simple moving median) closing price over a range of days?

clonex
2014-05-19 05:56:13

Maybe this helps: a = MedPrice(close,close[120]);

QuantShare
2014-05-19 07:55:29

To get Median price, use "MedPrice" function.
To get moving average of median price:

a = sma(medprice(), 10);

Chaim6
2014-05-19 20:16:24

medprice is the average (also known as the mean) of day's high and low price. I'm looking for the median closing price.

Chaim6
2014-05-19 21:02:58

Example:
Closing prices for ^GSPC
Date Open High Low Close Avg Hi/Lo
5/16/2014 1871.19 1878.28 1864.82 1877.86 1871.55
5/15/2014 1888.16 1888.16 1862.36 1870.85 1875.26
5/14/2014 1897.13 1897.13 1885.77 1888.53 1891.45
5/13/2014 1896.75 1902.17 1896.06 1897.45 1899.12
5/12/2014 1880.03 1897.13 1880.03 1896.65 1888.58
5/9/2014 1875.27 1878.57 1867.02 1878.48 1872.80
5/8/2014 1877.39 1889.07 1870.05 1875.63 1879.56
5/7/2014 1868.53 1878.83 1859.79 1878.21 1869.31
5/6/2014 1883.69 1883.69 1867.72 1867.72 1875.71
5/5/2014 1879.45 1885.51 1866.77 1884.66 1876.14

MedPrice(close,close[10]) 1875.32 (Average of the price on 5/16 and 5/5)
sma(medprice(), 10) 1879.95
MedianClose(10) 1878.35

QuantShare
2014-05-23 07:50:21

Here is the indicator you are looking for: Simple Moving Median Indicator

Simple Moving Median Indicator (by QuantShare, uploaded several months ago)

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