GB_MA_Lib

14 мая

Library "GB_MA_Lib"
Moving Average bank + timeframe helper for GB-RMBP+ strategy.
22 MA implementations as standalone pure functions, plus htf_for_period.
Functions are lazy: only the one you call actually computes.

calc_sma(src, len)
  Simple Moving Average
  Parameters:
    src (simple float): Source series
    len (simple int): Length
  Returns: SMA series

calc_ema(src, len)
  Exponential Moving Average
  Parameters:
    src (simple float)
    len (simple int)

calc_hma(src, len)
  Hull Moving Average
  Parameters:
    src (simple float)
    len (simple int)

calc_wma(src, len)
  Weighted Moving Average
  Parameters:
    src (simple float)
    len (simple int)

calc_vwma(src, len)
  Volume Weighted Moving Average
  Parameters:
    src (simple float)
    len (simple int)

calc_rma(src, len)
  Wilder/Running Moving Average
  Parameters:
    src (simple float)
    len (simple int)

calc_alma(src, len)
  Arnaud Legoux Moving Average
  Parameters:
    src (simple float)
    len (simple int)

calc_swma(src)
  Symmetrically-Weighted Moving Average (length fixed by Pine)
  Parameters:
    src (simple float)

calc_dema(src, len)
  Double Exponential Moving Average
  Parameters:
    src (simple float)
    len (simple int)

calc_tema(src, len)
  Triple Exponential Moving Average
  Parameters:
    src (simple float)
    len (simple int)

calc_zema(src, len)
  Zero-lag EMA variant (EMA1 + difference)
  Parameters:
    src (simple float)
    len (simple int)

calc_zlema(src, len)
  Zero-Lag EMA
  Parameters:
    src (simple float)
    len (simple int)

calc_trama(src, len)
  TRAMA (Trend-Regularity Adaptive MA, Lux Algo)
  Parameters:
    src (simple float)
    len (simple int)

calc_pkama(src, len)
  P-KAMA (Power-Kaufman Adaptive MA)
  Parameters:
    src (simple float)
    len (simple int)

calc_t3(src, len)
  T3 Moving Average
  Parameters:
    src (simple float)
    len (simple int)

calc_tma(src, len)
  Triangular Moving Average
  Parameters:
    src (simple float)
    len (simple int)

calc_var(src, len)
  VAR (Variable Index Dynamic MA-like)
  Parameters:
    src (simple float)
    len (simple int)

calc_tsf(src, len)
  Time Series Forecast
  Parameters:
    src (simple float)
    len (simple int)

calc_zlsma(src, len)
  Zero-Lag Least-Squares Moving Average
  Parameters:
    src (simple float)
    len (simple int)

calc_mcginley(src, len)
  McGinley Dynamic
  Parameters:
    src (simple float)
    len (simple int)

calc_zldema(src, len)
  Zero-Lag DEMA
  Parameters:
    src (simple float)
    len (simple int)

calc_zltema(src, len)
  Zero-Lag TEMA
  Parameters:
    src (simple float)
    len (simple int)

htf_for_period(tf)
  Maps chart timeframe to a higher timeframe string (used for HTF MA bias).
  Parameters:
    tf (simple string): Current timeframe.period
  Returns: HTF string for request.security

15 мая

Информация о релизе

v2

Updated:
calc_sma(src, len)
  Simple Moving Average
  Parameters:
    src (float): Source series
    len (int): Length
  Returns: SMA series

calc_ema(src, len)
  Exponential Moving Average
  Parameters:
    src (float)
    len (simple int)

calc_hma(src, len)
  Hull Moving Average
  Parameters:
    src (float)
    len (int)

calc_wma(src, len)
  Weighted Moving Average
  Parameters:
    src (float)
    len (int)

calc_vwma(src, len)
  Volume Weighted Moving Average
  Parameters:
    src (float)
    len (int)

calc_rma(src, len)
  Wilder/Running Moving Average
  Parameters:
    src (float)
    len (simple int)

calc_alma(src, len)
  Arnaud Legoux Moving Average
  Parameters:
    src (float)
    len (int)

calc_swma(src)
  Symmetrically-Weighted Moving Average (length fixed by Pine)
  Parameters:
    src (float)

calc_dema(src, len)
  Double Exponential Moving Average
  Parameters:
    src (float)
    len (simple int)

calc_tema(src, len)
  Triple Exponential Moving Average
  Parameters:
    src (float)
    len (simple int)

calc_zema(src, len)
  Zero-lag EMA variant (EMA1 + difference)
  Parameters:
    src (float)
    len (simple int)

calc_zlema(src, len)
  Zero-Lag EMA
  Parameters:
    src (float)
    len (simple int)

calc_trama(src, len)
  TRAMA (Trend-Regularity Adaptive MA, Lux Algo)
  Parameters:
    src (float)
    len (int)

calc_pkama(src, len)
  P-KAMA (Power-Kaufman Adaptive MA)
  Parameters:
    src (float)
    len (int)

calc_t3(src, len)
  T3 Moving Average
  Parameters:
    src (float)
    len (simple int)

calc_tma(src, len)
  Triangular Moving Average
  Parameters:
    src (float)
    len (int)

calc_var(src, len)
  VAR (Variable Index Dynamic MA-like)
  Parameters:
    src (float)
    len (int)

calc_tsf(src, len)
  Time Series Forecast
  Parameters:
    src (float)
    len (int)

calc_zlsma(src, len)
  Zero-Lag Least-Squares Moving Average
  Parameters:
    src (float)
    len (int)

calc_mcginley(src, len)
  McGinley Dynamic
  Parameters:
    src (float)
    len (simple int)

calc_zldema(src, len)
  Zero-Lag DEMA
  Parameters:
    src (float)
    len (simple int)

calc_zltema(src, len)
  Zero-Lag TEMA
  Parameters:
    src (float)
    len (simple int)

htf_for_period(tf)
  Maps chart timeframe to a higher timeframe string (used for HTF MA bias).
  Parameters:
    tf (string): Current timeframe.period
  Returns: HTF string for request.security