Adaptive_Length

12 lut 2022

Library "Adaptive_Length"
This library contains functions to calculate Adaptive dynamic length which can be used in Moving Averages and other indicators.
Two Exponential Moving Averages (EMA) are plotted. Coloring in plot is derived from Chikou filter and Dynamic length of MA1 is adapted using Signal output from Chikou library.

dynamic(para, adapt_Pct, minLength, maxLength) Adaptive dynamic length based on boolean parameter
  Parameters:
    para: Boolean parameter; if true then length would decrease and would increase if its false
    adapt_Pct: Percentage adaption based on parameter
    minLength: Minimum allowable length
    maxLength: Maximum allowable length
  Returns: Adaptive Dynamic Length based on Boolean Parameter

auto_alpha(src, a) Adaptive length based on automatic alpha calculations from source input
  Parameters:
    src: Price source for alpha calculations
    a: Input Alpha value
  Returns: Adaptive Length calculated from input price Source and Alpha

12 lut 2022

Informacje o Wersji

v2 : Corrected Output of auto_alpha function to Int

12 lut 2022

Informacje o Wersji

v3 : Fixed float output problem

14 lut 2022

Informacje o Wersji

v4

Added:
dynamic_2(up_para, dn_para, adapt_Pct, minLength, maxLength) Adaptive dynamic length based on two boolean parameters for increasing and decreasing dynamic length seperatally with more precision
  Parameters:
    up_para: Boolean parameter; if true then length would decrease
    dn_para: Boolean parameter; if true then length would increase
    adapt_Pct: Percentage adaption based on parameter
    minLength: Minimum allowable length
    maxLength: Maximum allowable length
  Returns: Adaptive Dynamic Length based on Two Boolean Parameters for increasing and decreasing dynamic length seperatally with more precision

14 lut 2022

Informacje o Wersji

v5 : Corrected "dynamic_2" function and added a 3rd EMA using adaptive length from "dynamic_2" function.