Reply To: Swingstat filter

Optuma Forums Optuma Scripting Swingstat filter Reply To: Swingstat filter

  • Topics: 1
  • Replies: 2
  • Posts: 3

I’m new to the forum, so please excuse my apparent vagueness.

This is the code I currently have which expresses the current swing as a percentage of the mean impulse swing:

BS1 = barrosswing(DEFAULT=Mid);

SWR1 = abs(swingstart(bs1) – swingend(bs1));

#$SW = 30;

SWM2 = swingstat(BS1, SWINGS=$SW, TYPE=Impulse, DEFAULT=AvgSwing);

SWSTD1 = swingstat(BS1, SWINGS=$SW, TYPE=Impulse, DEFAULT=StdDevSwing);


Within the sample of 30 I would like to be able to remove any which are greater than 2 std dev from mean.

Pin It on Pinterest