MovingAverages

9 בפבר׳ 2022

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.

sma(_D, _len) Simple Moving Avereage
  Parameters:
    _D: The series to measure from.
    _len: The number of bars to measure with.

ema(_D, _len) Exponential Moving Avereage
  Parameters:
    _D: The series to measure from.
    _len: The number of bars to measure with.

rma(_D, _len) RSI Moving Avereage
  Parameters:
    _D: The series to measure from.
    _len: The number of bars to measure with.

wma(_D, _len) Weighted Moving Avereage
  Parameters:
    _D: The series to measure from.
    _len: The number of bars to measure with.

vwma(_D, _len) volume-weighted Moving Avereage
  Parameters:
    _D: The series to measure from. Default is 'close'.
    _len: The number of bars to measure with.

alma(_D, _len) Arnaud Legoux Moving Avereage
  Parameters:
    _D: The series to measure from. Default is 'close'.
    _len: The number of bars to measure with.

cma(_D, _len, C, compound) Coefficient Moving Avereage (CMA) is a variation of a moving average that can simulate SMA or WMA with the advantage of previous data.
  Parameters:
    _D: The series to measure from. Default is 'close'.
    _len: The number of bars to measure with.
    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.

dema(_D, _len) Double Exponential Moving Avereage
  Parameters:
    _D: The series to measure from. Default is 'close'.
    _len: The number of bars to measure with.

zlsma(_D, _len) Arnaud Legoux Moving Avereage
  Parameters:
    _D: The series to measure from. Default is 'close'.
    _len: The number of bars to measure with.

zlema(_D, _len) Arnaud Legoux Moving Avereage
  Parameters:
    _D: The series to measure from. Default is 'close'.
    _len: The number of bars to measure with.

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.

10 בפבר׳ 2022

הערות שחרור

v2

Updated:
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.