Moving_Averages

5 de jun. de 2022

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)