MightyZinger

Moving_Averages

Library "Moving_Averages"

This library contains majority important moving average functions with int series support. Which means that they can be used with variable length input. For conventional use, please use tradingview built-in ta functions for moving averages as they are more precise. I'll use functions in this library for my other scripts with dynamic length inputs.

ema( src , len )
  Exponential Moving Average ( EMA )
  Parameters:
    src: Source
    len: Period
  Returns: Exponential Moving Average with Series Int Support ( EMA )

alma( src , len , a_offset, a_sigma)
  Arnaud Legoux Moving Average ( ALMA )
  Parameters:
    src: Source
    len: Period
    a_offset: Arnaud Legoux offset
    a_sigma: Arnaud Legoux sigma
  Returns: Arnaud Legoux Moving Average ( ALMA )

covwema( src , len )
  Coefficient of Variation Weighted Exponential Moving Average (COVWEMA)
  Parameters:
    src: Source
    len: Period
  Returns: Coefficient of Variation Weighted Exponential Moving Average (COVWEMA)

covwma( src , len )
  Coefficient of Variation Weighted Moving Average (COVWMA)
  Parameters:
    src: Source
    len: Period
  Returns: Coefficient of Variation Weighted Moving Average (COVWMA)

dema( src , len )
  DEMA - Double Exponential Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: DEMA - Double Exponential Moving Average

edsma( src , len , ssfLength, ssfPoles)
  EDSMA - Ehlers Deviation Scaled Moving Average
  Parameters:
    src: Source
    len: Period
    ssfLength: EDSMA - Super Smoother Filter Length
    ssfPoles: EDSMA - Super Smoother Filter Poles
  Returns: Ehlers Deviation Scaled Moving Average (EDSMA)

eframa( src , len , FC , SC )
  Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA)
  Parameters:
    src: Source
    len: Period
    FC: Lower Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average
    SC: Upper Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average
  Returns: Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA)

ehma( src , len )
  EHMA - Exponential Hull Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: Exponential Hull Moving Average (EHMA)

etma( src , len )
  Exponential Triangular Moving Average (ETMA)
  Parameters:
    src: Source
    len: Period
  Returns: Exponential Triangular Moving Average (ETMA)

frama( src , len )
  Fractal Adaptive Moving Average ( FRAMA )
  Parameters:
    src: Source
    len: Period
  Returns: Fractal Adaptive Moving Average ( FRAMA )

hma( src , len )
  HMA - Hull Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: Hull Moving Average ( HMA )

jma( src , len , jurik_phase, jurik_power)
  Jurik Moving Average - JMA
  Parameters:
    src: Source
    len: Period
    jurik_phase: Jurik ( JMA ) Only - Phase
    jurik_power: Jurik ( JMA ) Only - Power
  Returns: Jurik Moving Average ( JMA )

kama( src , len , k_fastLength, k_slowLength)
  Kaufman's Adaptive Moving Average ( KAMA )
  Parameters:
    src: Source
    len: Period
    k_fastLength: Number of periods for the fastest exponential moving average
    k_slowLength: Number of periods for the slowest exponential moving average
  Returns: Kaufman's Adaptive Moving Average ( KAMA )

kijun(_high, _low, len , kidiv)
  Kijun v2
  Parameters:
    _high: High value of bar
    _low: Low value of bar
    len: Period
    kidiv: Kijun MOD Divider
  Returns: Kijun v2

lsma( src , len , offset)
  LSMA/ LRC - Least Squares Moving Average / Linear Regression Curve
  Parameters:
    src: Source
    len: Period
    offset: Offset
  Returns: Least Squares Moving Average ( LSMA )/ Linear Regression Curve ( LRC )

mf( src , len , beta, feedback, z)
  MF - Modular Filter
  Parameters:
    src: Source
    len: Period
    beta: Modular Filter, General Filter Only - Beta
    feedback: Modular Filter Only - Feedback
    z: Modular Filter Only - Feedback Weighting
  Returns: Modular Filter (MF)

rma( src , len )
  RMA - RSI Moving average
  Parameters:
    src: Source
    len: Period
  Returns: RSI Moving average (RMA)

sma( src , len )
  SMA - Simple Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: Simple Moving Average ( SMA )

smma( src , len )
  Smoothed Moving Average ( SMMA )
  Parameters:
    src: Source
    len: Period
  Returns: Smoothed Moving Average ( SMMA )

stma( src , len )
  Simple Triangular Moving Average (STMA)
  Parameters:
    src: Source
    len: Period
  Returns: Simple Triangular Moving Average (STMA)

tema( src , len )
  TEMA - Triple Exponential Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: Triple Exponential Moving Average ( TEMA )

thma( src , len )
  THMA - Triple Hull Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: Triple Hull Moving Average (THMA)

vama( src , len , volatility_lookback)
  VAMA - Volatility Adjusted Moving Average
  Parameters:
    src: Source
    len: Period
    volatility_lookback: Volatility lookback length
  Returns: Volatility Adjusted Moving Average ( VAMA )

vidya( src , len )
  Variable Index Dynamic Average ( VIDYA )
  Parameters:
    src: Source
    len: Period
  Returns: Variable Index Dynamic Average ( VIDYA )

vwma( src , len )
  Volume-Weighted Moving Average ( VWMA )
  Parameters:
    src: Source
    len: Period
  Returns: Volume-Weighted Moving Average ( VWMA )

wma( src , len )
  WMA - Weighted Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: Weighted Moving Average ( WMA )

zema( src , len )
  Zero-Lag Exponential Moving Average (ZEMA)
  Parameters:
    src: Source
    len: Period
  Returns: Zero-Lag Exponential Moving Average (ZEMA)

zsma( src , len )
  Zero-Lag Simple Moving Average (ZSMA)
  Parameters:
    src: Source
    len: Period
  Returns: Zero-Lag Simple Moving Average (ZSMA)

evwma( src , len )
  EVWMA - Elastic Volume Weighted Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: Elastic Volume Weighted Moving Average (EVWMA)

tt3( src , len , a1_t3)
  Tillson T3
  Parameters:
    src: Source
    len: Period
    a1_t3: Tillson T3 Volume Factor
  Returns: Tillson T3

gma( src , len )
  GMA - Geometric Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: Geometric Moving Average ( GMA )

wwma( src , len )
  WWMA - Welles Wilder Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: Welles Wilder Moving Average (WWMA)

ama( src , _high, _low, len , ama_f_length, ama_s_length)
  AMA - Adjusted Moving Average
  Parameters:
    src: Source
    _high: High value of bar
    _low: Low value of bar
    len: Period
    ama_f_length: Fast EMA Length
    ama_s_length: Slow EMA Length
  Returns: Adjusted Moving Average (AMA)

cma( src , len )
  Corrective Moving average ( CMA )
  Parameters:
    src: Source
    len: Period
  Returns: Corrective Moving average ( CMA )

gmma( src , len )
  Geometric Mean Moving Average (GMMA)
  Parameters:
    src: Source
    len: Period
  Returns: Geometric Mean Moving Average (GMMA)

ealf( src , len , LAPercLen_, FPerc_)
  Ehler's Adaptive Laguerre filter (EALF)
  Parameters:
    src: Source
    len: Period
    LAPercLen_: Median Length
    FPerc_: Median Percentage
  Returns: Ehler's Adaptive Laguerre filter (EALF)

elf( src , len , LAPercLen_, FPerc_)
  ELF - Ehler's Laguerre filter
  Parameters:
    src: Source
    len: Period
    LAPercLen_: Median Length
    FPerc_: Median Percentage
  Returns: Ehler's Laguerre Filter (ELF)

edma( src , len )
  Exponentially Deviating Moving Average (MZ EDMA)
  Parameters:
    src: Source
    len: Period
  Returns: Exponentially Deviating Moving Average (MZ EDMA)

pnr( src , len , rank_inter_Perc_)
  PNR - percentile nearest rank
  Parameters:
    src: Source
    len: Period
    rank_inter_Perc_: Rank and Interpolation Percentage
  Returns: Percentile Nearest Rank ( PNR )

pli( src , len , rank_inter_Perc_)
  PLI - Percentile Linear Interpolation
  Parameters:
    src: Source
    len: Period
    rank_inter_Perc_: Rank and Interpolation Percentage
  Returns: Percentile Linear Interpolation ( PLI )

rema( src , len )
  Range EMA (REMA)
  Parameters:
    src: Source
    len: Period
  Returns: Range EMA (REMA)

sw_ma( src , len )
  Sine-Weighted Moving Average (SW-MA)
  Parameters:
    src: Source
    len: Period
  Returns: Sine-Weighted Moving Average (SW-MA)

vwap( src , len )
  Volume Weighted Average Price ( VWAP )
  Parameters:
    src: Source
    len: Period
  Returns: Volume Weighted Average Price ( VWAP )

mama( src , len )
  MAMA - MESA Adaptive Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: MESA Adaptive Moving Average ( MAMA )

fama( src , len )
  FAMA - Following Adaptive Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: Following Adaptive Moving Average (FAMA)

hkama( src , len )
  HKAMA - Hilbert based Kaufman's Adaptive Moving Average
  Parameters:
    src: Source
    len: Period
  Returns: Hilbert based Kaufman's Adaptive Moving Average (HKAMA)

Библиотека Pine

В истинном духе TradingView автор опубликовал этот код Pine как библиотеку с открытым исходным кодом, чтобы другие разработчики Pine из нашего сообщества могли использовать его повторно. Поблагодарим автора! Вы можете использовать эту библиотеку приватно или в других публикациях с открытым исходным кодом, но повторное использование этого кода в публикации регулируется Правилами поведения.

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