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How to exclude the center/current number when performing movmax?

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liu James
liu James 2016 年 12 月 2 日
回答済み: Chris Turnes 2016 年 12 月 5 日
Im trying to create the Donchian Channel which uses the preceding 20day high. So I figure to use movmax but it includes the current/center number.
A = [4 8 6 -1 -2 -3 -1 3 4 5];
M = movmax(A,[2 0])
M =
4 8 8 8 6 -1 -1 3 4 5
Is there a way to not include the center value?

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Adam 2016 年 12 月 2 日
Not that I can see using movmean. You can program your own version easily enough though with just a moving window and your own defined function

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Chris Turnes
Chris Turnes 2016 年 12 月 5 日
There's no direct way to exclude the current point in a given window with the moving statistics functions. However, since you want a trailing maximum in this particular answer, it is fairly easy to get around. As Jan pointed out, a 20-point trailing maximum that excludes the current point can be computed as a 19-point trailing maximum with a 1-point shift. So, you should be able to just do:
movmax([-Inf x(1:(end-1))], [18 0]);
I believe this should be equivalent to what you want (although you'll have to decide what should happen for the first point, where you'd have a window only containing the current point).

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その他の回答 (2 件)

Andrei Bobrov
Andrei Bobrov 2016 年 12 月 2 日
編集済み: Andrei Bobrov 2016 年 12 月 2 日
Let x - your data
One way
m = 20;
M = conv2(x(:),[zeros(m+1,1); ones(m,1)]/m,'same');
M = M(m+1:end);
Other way
m = 20;
n = numel(x);
M = mean(x(hankel(1:n-m+1,n-m+1:n)),2);

  2 件のコメント

Adam 2016 年 12 月 2 日
Isn't that a mean?
Andrei Bobrov
Andrei Bobrov 2016 年 12 月 2 日
Hi Adam! I have corrected my answer

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Jan 2016 年 12 月 2 日
The max of the preceeding 20 elements without the current element is the same as the former max of the preceeding 19 elements.
So please post some input data and the wanted output data.

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