a test case for the KDE function on price delta. the KDE function can be used to quickly check or confirm edge cases of the trading systems conditionals.
"In statistics, kernel density estimation (KDE) is a non-parametric way to estimate the probability density function of a random variable." from wikipedia.com KDE function with optional kernel: Uniform Triangle Epanechnikov Quartic Triweight Gaussian Cosinus Republishing due to change of function. deprecated script:
"In statistics, kernel density estimation (KDE) is a non-parametric way to estimate the probability density function of a random variable." from wikipedia.com