PINE LIBRARY
Atualizado CommonFilters

Library "CommonFilters"
Collection of some common Filters and Moving Averages. This collection is not encyclopaedic, but to declutter my other scripts. Suggestions are welcome, though. Many filters here are based on the work of John F. Ehlers
sma(src, len) Simple Moving Average
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
ema(src, len) Exponential Moving Average
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
rma(src, len) Wilder's Smoothing (Running Moving Average)
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
hma(src, len) Hull Moving Average
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
vwma(src, len) Volume Weighted Moving Average
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
hp2(src) Simple denoiser
Parameters:
src: Series to use
Returns: Filtered series
fir2(src) Zero at 2 bar cycle period by John F. Ehlers
Parameters:
src: Series to use
Returns: Filtered series
fir3(src) Zero at 3 bar cycle period by John F. Ehlers
Parameters:
src: Series to use
Returns: Filtered series
fir23(src) Zero at 2 bar and 3 bar cycle periods by John F. Ehlers
Parameters:
src: Series to use
Returns: Filtered series
fir234(src) Zero at 2, 3 and 4 bar cycle periods by John F. Ehlers
Parameters:
src: Series to use
Returns: Filtered series
hp(src, len) High Pass Filter for cyclic components shorter than langth. Part of Roofing Filter by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
supers2(src, len) 2-pole Super Smoother by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
filt11(src, len) Filt11 is a variant of 2-pole Super Smoother with error averaging for zero-lag response by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
supers3(src, len) 3-pole Super Smoother by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
hannFIR(src, len) Hann Window Filter by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
hammingFIR(src, len) Hamming Window Filter (inspired by John F. Ehlers). Simplified implementation as Pedestal input parameter cannot be supplied, so I calculate it from the supplied length
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
triangleFIR(src, len) Triangle Window Filter by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
doPrefilter(type, src) Execute a particular Prefilter from the list
Parameters:
type: Prefilter type to use
src: Series to use
Returns: Filtered series
doMA(type, src, len) Execute a particular MA from the list
Parameters:
type: MA type to use
src: Series to use
len: Filtering length
Returns: Filtered series
Collection of some common Filters and Moving Averages. This collection is not encyclopaedic, but to declutter my other scripts. Suggestions are welcome, though. Many filters here are based on the work of John F. Ehlers
sma(src, len) Simple Moving Average
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
ema(src, len) Exponential Moving Average
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
rma(src, len) Wilder's Smoothing (Running Moving Average)
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
hma(src, len) Hull Moving Average
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
vwma(src, len) Volume Weighted Moving Average
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
hp2(src) Simple denoiser
Parameters:
src: Series to use
Returns: Filtered series
fir2(src) Zero at 2 bar cycle period by John F. Ehlers
Parameters:
src: Series to use
Returns: Filtered series
fir3(src) Zero at 3 bar cycle period by John F. Ehlers
Parameters:
src: Series to use
Returns: Filtered series
fir23(src) Zero at 2 bar and 3 bar cycle periods by John F. Ehlers
Parameters:
src: Series to use
Returns: Filtered series
fir234(src) Zero at 2, 3 and 4 bar cycle periods by John F. Ehlers
Parameters:
src: Series to use
Returns: Filtered series
hp(src, len) High Pass Filter for cyclic components shorter than langth. Part of Roofing Filter by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
supers2(src, len) 2-pole Super Smoother by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
filt11(src, len) Filt11 is a variant of 2-pole Super Smoother with error averaging for zero-lag response by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
supers3(src, len) 3-pole Super Smoother by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
hannFIR(src, len) Hann Window Filter by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
hammingFIR(src, len) Hamming Window Filter (inspired by John F. Ehlers). Simplified implementation as Pedestal input parameter cannot be supplied, so I calculate it from the supplied length
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
triangleFIR(src, len) Triangle Window Filter by John F. Ehlers
Parameters:
src: Series to use
len: Filtering length
Returns: Filtered series
doPrefilter(type, src) Execute a particular Prefilter from the list
Parameters:
type: Prefilter type to use
src: Series to use
Returns: Filtered series
doMA(type, src, len) Execute a particular MA from the list
Parameters:
type: MA type to use
src: Series to use
len: Filtering length
Returns: Filtered series
Notas de Lançamento
v2 Added Jurik MA (JMA):jma(src, len, phase) Jurik MA
Parameters:
src: Series to use
len: Filtering length
phase: JMA Phase
Returns: Filtered series
Based on the reverse-engineered JMA documented by somebody called Igor: c.mql5.com/forextsd/forum/164/jurik_1.pdf
Inspired by everget implementation:

Inspired by gorx1 implementation:

As JMA is a proprietary closed-source algorithm, every JMA implementation I've seen is based on the Igor's document
Many of the implementations, however, are not true to the source
As far as I know, this is the first correct JMA implementation on TradingView
As the Igor's document itself is incomplete, however, there is some grey area still...
Biblioteca do Pine
No verdadeiro espirito do TradingView, o autor desse código Pine o publicou como uma biblioteca de código aberto, para que outros programadores Pine da nossa comunidade possam reusa-los. Parabéns ao autor! Você pode usar essa biblioteca privadamente ou em outras publicações de código aberto, mas a reutilização desse código em publicações é regida pelas Regras da Casa.
Tips in TradingView Coins are appreciated
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.
Biblioteca do Pine
No verdadeiro espirito do TradingView, o autor desse código Pine o publicou como uma biblioteca de código aberto, para que outros programadores Pine da nossa comunidade possam reusa-los. Parabéns ao autor! Você pode usar essa biblioteca privadamente ou em outras publicações de código aberto, mas a reutilização desse código em publicações é regida pelas Regras da Casa.
Tips in TradingView Coins are appreciated
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.