TAExt

Library "TAExt"
Indicator functions can be used in other indicators and strategies. This will be extended by time with indicators I use in my strategies and studies.

atrwo(length, stdev_length, stdev_mult) ATR without outliers
  Parameters:
    length: The length of the ATR
    stdev_length: The length of the standard deviation, used for detecting outliers
    stdev_mult: The multiplier of the standard deviation, used for detecting outliers
  Returns: The ATR value

atrwma(src, period, type, atr_length, stdev_length, stdev_mult) ATR without outlier weighted moving average
  Parameters:
    src: The source of the moving average
    period: The period of the moving average
    type: The type of the moving average, possible values: SMA, EMA, RMA
    atr_length: The length of the ATR
    stdev_length: The length of the standard deviation, used for detecting outliers
    stdev_mult: The multiplier of the standard deviation, used for detecting outliers
  Returns: The moving average value

jma(src, period, phase, power) Jurik Moving Average
  Parameters:
    src: The source of the moving average
    period: The period of the moving average calculation
    phase: The phase of jurik MA calculation (-100..100)
    power: The power of jurik MA calculation
  Returns: The Jurik MA series

anyma(src, period, type, offset, sigma, phase, power) Moving Average by type
  Parameters:
    src: The source of the moving average
    period: The period of the moving average calculation
    type: The type of the moving average
    offset: Used only by ALMA, it is the ALMA offset
    sigma: Used only by ALMA, it is the ALMA sigma
    phase: The phase of jurik MA calculation (-100..100)
    power: The power of jurik MA calculation
  Returns: The moving average series

wae(macd_src, macd_fast_length, macd_slow_length, macd_sensitivity, bb_base_src, bb_upper_src, bb_lower_src, bb_length, bb_mult, dead_zone_length, dead_zone_mult) Waddah Attar Explosion (WAE)
  Parameters:
    macd_src: The source series used by MACD
    macd_fast_length: The fast MA length of the MACD
    macd_slow_length: The slow MA length of the MACD
    macd_sensitivity: The MACD diff multiplier
    bb_base_src: The source used by stdev
    bb_upper_src: The source used by the upper Bollinger Band
    bb_lower_src: The source used by the lower Bollinger Band
    bb_length: The lenth for Bollinger Bands
    bb_mult: The multiplier for Bollinger Bands
    dead_zone_length: The ATR length for dead zone calculation
    dead_zone_mult: The ATR multiplier for dead zone
  Returns:

ssl(length, high_src, low_src) Semaphore Signal Level channel (SSL)
  Parameters:
    length: The length of the moving average
    high_src: Source of the high moving average
    low_src: Source of the low moving average
  Returns:

adx(atr_length, di_length, adx_length, high_src, low_src, atr_ma_type, di_ma_type, adx_ma_type) Average Directional Index + Direction Movement Index (ADX + DMI)
  Parameters:
    atr_length: The length of ATR
    di_length: DI plus and minus smoothing length
    adx_length: ADX smoothing length
    high_src: Source of the high moving average
    low_src: Source of the low moving average
    atr_ma_type: MA type of the ATR calculation
    di_ma_type: MA type of the DI calculation
    adx_ma_type: MA type of the ADX calculation
  Returns:

Note di rilascio:

v2

Updated:
ssl(length, src, high_src, low_src) Semaphore Signal Level channel (SSL)
  Parameters:
    length: The length of the moving average
    src: Source of compare
    high_src: Source of the high moving average
    low_src: Source of the low moving average
  Returns:

Note di rilascio:

v3

• Added SWMA to moving averages
  
• Choppiness index functions, one with ATRWO and one with STDev
  

Added:
chop(length, atr_length, stdev_length, stdev_mult) Choppiness Index (CHOP) using ATRWO
  Parameters:
    length: The sum and highest/lowest length
    atr_length: The length of the ATR
    stdev_length: The length of the standard deviation, used for detecting outliers
    stdev_mult: The multiplier of the standard deviation, used for detecting outliers
  Returns: The choppiness value

chop_stdev(length, src, stdev_length) Choppiness Index (CHOP) using stdev instead of ATR
  Parameters:
    length: The sum and highest/lowest length
    src: The source of the stdev
    stdev_length: The length of the stdev calculation
  Returns: The choppiness value

Note di rilascio:

v4

• Ability to use different moving averages for ATR
  
• SSMA and DONCHIAN support for anyma function
  
• Keltner Channels function with trend detection
  

Added:
kc(length, atr_length, mult, base_src, upper_src, lower_src, base_ma_type, upper_ma_type, lower_ma_type, stdev_length, stdev_mult) Keltner Channels (KC)
  Parameters:
    length: The length of moving averages
    atr_length: The ATR length, the ATR is used to shift the upper and lower bands
    mult: The ATR multiplier
    base_src: Source of the base line
    upper_src: Source of the upper line
    lower_src: Source of the lower line
    base_ma_type: The MA type of the base line
    upper_ma_type: The MA type of the upper line
    lower_ma_type: The MA type of the lower line
    stdev_length: The length of the standard deviation, used for detecting outliers
    stdev_mult: The multiplier of the standard deviation, used for detecting outliers
@retrurns

kc_trend(base, upper, lower, lookback) Keltner Channel Trend
  Parameters:
    base: The base value returned by kc function
    upper: The upper value returned by kc function
    lower: The lower value returned by kc function
    lookback: Howmany timestaps to look back to determine the trend
  Returns:

Updated:
jma(src, length, phase, power) Jurik Moving Average
  Parameters:
    src: The source of the moving average
    length: The length of the moving average calculation
    phase: The phase of jurik MA calculation (-100..100)
    power: The power of jurik MA calculation
  Returns: The Jurik MA series

atrwo(length, stdev_length, stdev_mult, ma_type) ATR without outliers
  Parameters:
    length: The length of the ATR smoothing
    stdev_length: The length of the standard deviation, used for detecting outliers
    stdev_mult: The multiplier of the standard deviation, used for detecting outliers
    ma_type: The moving average type used for smoothing
  Returns: The ATR value

atrwma(src, length, type, atr_length, stdev_length, stdev_mult) ATR without outlier weighted moving average
  Parameters:
    src: The source of the moving average
    length: The length of the moving average
    type: The type of the moving average, possible values: SMA, EMA, RMA
    atr_length: The length of the ATR
    stdev_length: The length of the standard deviation, used for detecting outliers
    stdev_mult: The multiplier of the standard deviation, used for detecting outliers
  Returns: The moving average series

anyma(src, length, type, offset, sigma, phase, power) Moving Average by type
  Parameters:
    src: The source of the moving average
    length: The length of the moving average calculation
    type: The type of the moving average
    offset: Used only by ALMA, it is the ALMA offset
    sigma: Used only by ALMA, it is the ALMA sigma
    phase: The phase of jurik MA calculation (-100..100)
    power: The power of jurik MA calculation
  Returns: The moving average series

Note di rilascio:

v5

• Supertrend indicator (based on Keltner Channel)s, and also very flexible
  
• Smoothed Heiken Ashi which can use before and after smoothing moving average
  

Added:
supertrend(upper, lower, compare_src, returns) Supertrend, calculated from above "kc" (Keltner Channel Function)
  Parameters:
    upper: The upper value returned by kc function
    lower: The lower value returned by kc function
    compare_src: Source of the base line
    returns:

heiken_ashi(smooth_length, smooth_ma_type, after_smooth_length, after_smooth_ma_type, src_open, src_high, src_low, src_close) Heiken Ashi (Smoothed) Candle
  Parameters:
    smooth_length: Smooth length before heiken ashi calculation
    smooth_ma_type: Type of smoothing MA before heiken ashi calculation
    after_smooth_length: Smooth length after
    after_smooth_ma_type: Smooth MA type after
    src_open: Sourve of open
    src_high: Source of high
    src_low: Source of low
    src_close: Source of close
  Returns:

Note di rilascio:

v6

• Fixed start of supertrend
  
• Added ATRWO to ADX
  
• Added ATR MA type parameter to chop
  

Updated:
adx(atr_length, di_length, adx_length, high_src, low_src, atr_ma_type, di_ma_type, adx_ma_type, atr_stdev_length, atr_stdev_mult) Average Directional Index + Direction Movement Index (ADX + DMI)
  Parameters:
    atr_length: The length of ATR
    di_length: DI plus and minus smoothing length
    adx_length: ADX smoothing length
    high_src: Source of the high moving average
    low_src: Source of the low moving average
    atr_ma_type: MA type of the ATR calculation
    di_ma_type: MA type of the DI calculation
    adx_ma_type: MA type of the ADX calculation
    atr_stdev_length: The length of the standard deviation, used for detecting outliers
    atr_stdev_mult: The multiplier of the standard deviation, used for detecting outliers
  Returns:

chop(length, atr_length, stdev_length, stdev_mult, ma_type) Choppiness Index (CHOP) using ATRWO
  Parameters:
    length: The sum and highest/lowest length
    atr_length: The length of the ATR
    stdev_length: The length of the standard deviation, used for detecting outliers
    stdev_mult: The multiplier of the standard deviation, used for detecting outliers
    ma_type: The MA type of ATR
  Returns: The choppiness value

Note di rilascio:

v7
Fixed: DEMA and TEMA, now they have the same results as TradingView ones

Added:
slope_per_atr(src, lookback, atr_length, stdev_length, stdev_mult, atr_ma_type) Slope per ATR, it is a slope, that can be used across multiple assets
  Parameters:
    src: The Source of slope
    lookback: How many timestaps to look back
    atr_length: The length of the TR smoothing
    stdev_length: The length of the standard deviation, used for detecting outliers
    stdev_mult: The multiplier of the standard deviation, used for detecting outliers
    atr_ma_type: The moving average type used for smoothing
  Returns: The slope value

angle(src, lookback, atr_length, stdev_length, stdev_mult, atr_ma_type) Angle of Slope per ATR
  Parameters:
    src: The Source of slope
    lookback: How many timestaps to look back
    atr_length: The length of the TR smoothing
    stdev_length: The length of the standard deviation, used for detecting outliers
    stdev_mult: The multiplier of the standard deviation, used for detecting outliers
    atr_ma_type: The moving average type used for smoothing
  Returns: The slope value

Note di rilascio:

v8
Fix: anyma DONCHAIN uses src

Note di rilascio:

v9

Added:
macd(fast_src, slow_src, fast_ma_type, slow_ma_type, fast_length, slow_length, signal_ma_type, signal_length) Moving Average Convergence Divergence (MACD)
  Parameters:
    fast_src: The source series used by MACD fast
    slow_src: The source series used by MACD slow
    fast_ma_type: The MA type for the MACD
    slow_ma_type: The MA type for the MACD
    fast_length: The fast MA length of the MACD
    slow_length: The slow MA length of the MACD
    signal_ma_type: The MA type for the MACD signal
    signal_length: The signal MA length of the MACD

Note di rilascio:

v10

Added:
swinghl(use_ha_candle)
  Calculate recent swing high and low from Heiken Ashi candle reverse points
  Parameters:
    use_ha_candle: If true, use HA candle open/close to swing high/low instead of normal high/low

Fixed:

• JMA warming period