PINE LIBRARY
Zaktualizowano 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
Informacje o Wersji
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...
Biblioteka Pine
W duchu TradingView autor opublikował ten kod Pine jako bibliotekę open-source, aby inni programiści Pine z naszej społeczności mogli go ponownie wykorzystać. Brawa dla autora! Możesz używać tej biblioteki prywatnie lub w innych publikacjach open-source, ale ponowne wykorzystanie tego kodu w publikacjach podlega Zasadom Społeczności.
Tips in TradingView Coins are appreciated
Wyłączenie odpowiedzialności
Informacje i publikacje przygotowane przez TradingView lub jego użytkowników, prezentowane na tej stronie, nie stanowią rekomendacji ani porad handlowych, inwestycyjnych i finansowych i nie powinny być w ten sposób traktowane ani wykorzystywane. Więcej informacji na ten temat znajdziesz w naszym Regulaminie.
Biblioteka Pine
W duchu TradingView autor opublikował ten kod Pine jako bibliotekę open-source, aby inni programiści Pine z naszej społeczności mogli go ponownie wykorzystać. Brawa dla autora! Możesz używać tej biblioteki prywatnie lub w innych publikacjach open-source, ale ponowne wykorzystanie tego kodu w publikacjach podlega Zasadom Społeczności.
Tips in TradingView Coins are appreciated
Wyłączenie odpowiedzialności
Informacje i publikacje przygotowane przez TradingView lub jego użytkowników, prezentowane na tej stronie, nie stanowią rekomendacji ani porad handlowych, inwestycyjnych i finansowych i nie powinny być w ten sposób traktowane ani wykorzystywane. Więcej informacji na ten temat znajdziesz w naszym Regulaminie.