Library "MovingAverages" Contains utilities for generating moving average values including getting a moving average by name and a function for generating a Volume-Adjusted WMA.
vawma(len, src, volumeDefault) VAWMA = VWMA and WMA combined. Simply put, this attempts to determine the average price per share over time weighted heavier for recent values. Uses a triangular algorithm to taper off values in the past (same as WMA does). Parameters:
len: The number of bars to measure with.
src: The series to measure from. Default is 'hlc3'.
volumeDefault: The default value to use when a chart has no (N/A) volume.
Returns: The volume adjusted triangular weighted moving average of the series.
getMA(mode, len, src) Generates a moving average based upon a 'mode'. Parameters:
mode: The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
len: The number of bars to measure with.
src: The series to measure from. Default is 'close'.
Returns: The volume adjusted triangular weighted moving average of the series.
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Library "MovingAverages" Contains utilities for generating moving average values including getting a moving average by name and a function for generating a Volume-Adjusted WMA.
vawma(len, src, volumeDefault) VAWMA = VWMA and WMA combined. Simply put, this attempts to determine the average price per share over time weighted heavier for recent values. Uses a triangular algorithm to taper off values in the past (same as WMA does). Parameters:
len: The number of bars to measure with.
src: The series to measure from. Default is 'hlc3'.
volumeDefault: The default value to use when a chart has no (N/A) volume.
Returns: The volume adjusted triangular weighted moving average of the series.
getMA(mode, len, src) Generates a moving average based upon a 'mode'. Parameters:
mode: The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
len: The number of bars to measure with.
src: The series to measure from. Default is 'close'.
Returns: The volume adjusted triangular weighted moving average of the series.
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v3
Revised to use .get() as prefix will always be present.
Switched to switch statement with runtime error.
Migrated to single quote standard.
Added: get(type, len, src) Generates a moving average based upon a 'type'. Parameters: type: The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA. len: The number of bars to measure with. src: The series to measure from. Default is 'close'. Returns: The moving average series requested.
Removed: getMA(mode, len, src) Generates a moving average based upon a 'mode'.
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v4 Added CMA
Added: cma(n, D, C, compound) CMA is a variation of a moving average that can simulate SMA or WMA with the advantage of previous data. ifta.org/wp-content/uploads/2020/10/d_ifta_journal_21.pdf Parameters: n: The number of bars to measure with. D: The series to measure from. Default is 'close'. C: The coefficient to use when averaging. 0 behaves like SMA, 1 behaves like WMA. compound: When true (default is false) will use a compounding method for weighting the average.
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v5 More robust and flexible VAWMA calculation.
Updated: vawma(len, src, volumeDefault) VAWMA = VWMA and WMA combined. Simply put, this attempts to determine the average price per share over time weighted heavier for recent values. Uses a triangular algorithm to taper off values in the past (same as WMA does). Parameters: len: The number of bars to measure with. src: The series to measure from. Default is 'hlc3'. volumeDefault: The default value to use when a chart has no (N/A) volume. Returns: The volume adjusted triangular weighted moving average of the series.
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v6 Improved robustness of moving averages and included alternates for ema, wma, and vwma.
Added: ema(len, src) Same as ta.ema(src,len) but properly ignores NA values. Parameters: len: The number of samples to derive the average from. src: The series to measure from. Default is 'close'.
wma(len, src, startingWeight) Same as ta.wma(src,len) but properly ignores NA values. Parameters: len: The number of samples to derive the average from. src: The series to measure from. Default is 'close'. startingWeight: The weight to begin with when calculating the average. Higher numbers will decrease the bias.
vwma(len, src, volumeDefault) Same as ta.vwma(src,len) but properly ignores NA values. Parameters: len: The number of bars to measure with. src: The series to measure from. Default is 'hlc3'. volumeDefault: The default value to use when a chart has no (N/A) volume.
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v7 Fixed plot titles.
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v8 Simplified ema calculation.
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v9 Removed need for for loop from vwma.
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v10 Improved ema and vmwa to be more resilient.
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v11
Added: rsvwma(transferRatio, releaseRatio, useTime, src, vol) This is experimental moving average doesn't use a period/length but instead buffers the price per share and transfers that price per share at a given ratio per bar while also releasing the previous values at a decay ratio. Parameters: transferRatio: The ratio at which buffered data is applied to the average. releaseRatio: The ratio at which data is released from the average. useTime: When true will tend to make the values consistent across timeframes. src: The series to measure from. Default is 'hlc3'. vol: The series to represent volume. The default is 'volume'.