MovingAverages

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.

Note di rilascio

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.

Note di rilascio

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'.

Note di rilascio

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.

Note di rilascio

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.

Note di rilascio

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.

Note di rilascio

v7 Fixed plot titles.

Note di rilascio

v8 Simplified ema calculation.

Note di rilascio

v9 Removed need for for loop from vwma.

Note di rilascio

v10 Improved ema and vmwa to be more resilient.

Note di rilascio

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'.

Note di rilascio

v12 Fix NA handling of rsvwma

Note di rilascio

v13 Added normalizeSlope function.

4 giorni fa

Note di rilascio

v14 Modernized to Pine Script v6 with and added the following function.

Added:
normalizeSlope(source, mLen, slopeLen)
The slope of the source (change over time) is measured over the mLen to determine what is considered 'normal'. A positive value less than 1 is considered within 1 standard deviation. A value less than 2 is within 2 standard deviations and so-on. This allows for the slope of a value to be standardized regardless of the symbol.
Parameters:
source (float): The series (typically a moving average) to meaasue the slope.
mLen (simple int)
slopeLen (simple int): The number of bars to measure the slope. A higher number will smooth out the curve.
Returns: The nromalized value of the slope.

4 giorni fa

Note di rilascio

v15 Added missing overload

Updated:
get(type, len, src)
Generates a moving average based upon a 'type' (enum overload).
Parameters:
type (simple Type): The type of moving average to generate as a Type enum. Values allowed are: Type.SMA, Type.EMA, Type.WMA, Type.VWMA, Type.VAWMA, Type.CMA.
len (simple int): The number of bars to measure with.
src (float): The series to measure from. Default is 'close'.
Returns: The moving average series requested.

Libreria Pine

In pieno spirito TradingView, l'autore ha pubblicato questo codice Pine come libreria open-source in modo che altri programmatori Pine della nostra comunità possano riutilizzarlo. Complimenti all'autore! È possibile utilizzare questa libreria privatamente o in altre pubblicazioni open-source, ma il riutilizzo di questo codice in una pubblicazione è regolato dal nostro Regolamento.

Electrified

Declinazione di responsabilità

Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.

Libreria Pine

Electrified