I compared custom median (using the sorting solution by @apozdnyakov) with built-in median (using percentile_nearest_rank function)
If you see the zero line this means the solutions give the same results.
The best results was achieved on the odd lengths.
Conclusions:
1) Do not try to reinvent the wheel.
2) Always check the Pine Script docs to find already...
Recursive Median Filter indicator script.
This indicator was originally developed by John F. Ehlers (Stocks & Commodities V. 36:03 (8–11): Recursive Median Filters).
This indicator shows the percentage amount the price is above or below the moving median value of the period.
This indicator is best used along with the moving median (set to the same period).
Based on the moving median developed with 4x4good
![USDJPY: [RESEARCH] Custom Median vs Built-in Median](https://s3.tradingview.com/y/yjQx0BVg_mid.png "[RESEARCH] Custom Median vs Built-in Median")
