PINE LIBRARY

MovingAverages

Zaktualizowano

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.

Informacje o Wersji

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.

Informacje o Wersji

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'.

Informacje o Wersji

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.

Informacje o Wersji

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.

Informacje o Wersji

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.

Informacje o Wersji

v7 Fixed plot titles.

Informacje o Wersji

v8 Simplified ema calculation.

Informacje o Wersji

v9 Removed need for for loop from vwma.

Informacje o Wersji

v10 Improved ema and vmwa to be more resilient.

Informacje o Wersji

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'.

Informacje o Wersji

v12 Fix NA handling of rsvwma

Informacje o Wersji

v13 Added normalizeSlope function.

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