PINE LIBRARY

MomentumIndicators

מעודכן

Library "MomentumIndicators"
This is a library of 'Momentum Indicators', also denominated as oscillators.
The purpose of this library is to organize momentum indicators in just one place, making it easy to access.
In addition, it aims to allow customized versions, not being restricted to just the price value.
An example of this use case is the popular Stochastic RSI.
# Indicators:
1. Relative Strength Index (RSI):
Measures the relative strength of recent price gains to recent price losses of an asset.
2. Rate of Change (ROC):
Measures the percentage change in price of an asset over a specified time period.
3. Stochastic Oscillator (Stoch):
Compares the current price of an asset to its price range over a specified time period.
4. True Strength Index (TSI):
Measures the price change, calculating the ratio of the price change (positive or negative) in relation to the
absolute price change.
The values of both are smoothed twice to reduce noise, and the final result is normalized
in a range between 100 and -100.
5. Stochastic Momentum Index (SMI):
Combination of the True Strength Index with a signal line to help identify turning points in the market.
6. Williams Percent Range (Williams %R):
Compares the current price of an asset to its highest high and lowest low over a specified time period.
7. Commodity Channel Index (CCI):
Measures the relationship between an asset's current price and its moving average.
8. Ultimate Oscillator (UO):
Combines three different time periods to help identify possible reversal points.
9. Moving Average Convergence/Divergence (MACD):
Shows the difference between short-term and long-term exponential moving averages.
10. Fisher Transform (FT):
Normalize prices into a Gaussian normal distribution.
11. Inverse Fisher Transform (IFT):
Transform the values of the Fisher Transform into a smaller and more easily interpretable scale is through the
application of an inverse transformation to the hyperbolic tangent function.
This transformation takes the values of the FT, which range from -infinity to +infinity, to a scale limited
between -1 and +1, allowing them to be more easily visualized and compared.
12. Premier Stochastic Oscillator (PSO):
Normalizes the standard stochastic oscillator by applying a five-period double exponential smoothing average of
the %K value, resulting in a symmetric scale of 1 to -1
# Indicators of indicators:
## Stochastic:
1. Stochastic of RSI (Relative Strengh Index)
2. Stochastic of ROC (Rate of Change)
3. Stochastic of UO (Ultimate Oscillator)
4. Stochastic of TSI (True Strengh Index)
5. Stochastic of Williams R%
6. Stochastic of CCI (Commodity Channel Index).
7. Stochastic of MACD (Moving Average Convergence/Divergence)
8. Stochastic of FT (Fisher Transform)
9. Stochastic of Volume
10. Stochastic of MFI (Money Flow Index)
11. Stochastic of On OBV (Balance Volume)
12. Stochastic of PVI (Positive Volume Index)
13. Stochastic of NVI (Negative Volume Index)
14. Stochastic of PVT (Price-Volume Trend)
15. Stochastic of VO (Volume Oscillator)
16. Stochastic of VROC (Volume Rate of Change)
## Inverse Fisher Transform:
1.Inverse Fisher Transform on RSI (Relative Strengh Index)
2.Inverse Fisher Transform on ROC (Rate of Change)
3.Inverse Fisher Transform on UO (Ultimate Oscillator)
4.Inverse Fisher Transform on Stochastic
5.Inverse Fisher Transform on TSI (True Strength Index)
6.Inverse Fisher Transform on CCI (Commodity Channel Index)
7.Inverse Fisher Transform on Fisher Transform (FT)
8.Inverse Fisher Transform on MACD (Moving Average Convergence/Divergence)
9.Inverse Fisher Transfor on Williams R% (Williams Percent Range)
10.Inverse Fisher Transfor on CMF (Chaikin Money Flow)
11.Inverse Fisher Transform on VO (Volume Oscillator)
12.Inverse Fisher Transform on VROC (Volume Rate of Change)
## Stochastic Momentum Index:
1.Stochastic Momentum Index of RSI (Relative Strength Index)
2.Stochastic Momentum Index of ROC (Rate of Change)
3.Stochastic Momentum Index of VROC (Volume Rate of Change)
4.Stochastic Momentum Index of Williams R% (Williams Percent Range)
5.Stochastic Momentum Index of FT (Fisher Transform)
6.Stochastic Momentum Index of CCI (Commodity Channel Index)
7.Stochastic Momentum Index of UO (Ultimate Oscillator)
8.Stochastic Momentum Index of MACD (Moving Average Convergence/Divergence)
9.Stochastic Momentum Index of Volume
10.Stochastic Momentum Index of MFI (Money Flow Index)
11.Stochastic Momentum Index of CMF (Chaikin Money Flow)
12.Stochastic Momentum Index of On Balance Volume (OBV)
13.Stochastic Momentum Index of Price-Volume Trend (PVT)
14.Stochastic Momentum Index of Volume Oscillator (VO)
15.Stochastic Momentum Index of Positive Volume Index (PVI)
16.Stochastic Momentum Index of Negative Volume Index (NVI)
## Relative Strength Index:
1. RSI for Volume
2. RSI for Moving Average

rsi(source, length)
RSI (Relative Strengh Index). Measures the relative strength of recent price gains to recent price losses of an asset.
Parameters:
source: (float) Source of series (close, high, low, etc.)
length: (int) Period of loopback
Returns: (float) Series of RSI

roc(source, length)
ROC (Rate of Change). Measures the percentage change in price of an asset over a specified time period.
Parameters:
source: (float) Source of series (close, high, low, etc.)
length: (int) Period of loopback
Returns: (float) Series of ROC

stoch(kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Stochastic Oscillator. Compares the current price of an asset to its price range over a specified time period.
Parameters:
kLength
kSmoothing: (int) Period for smoothig stochastic
dSmoothing: (int) Period for signal (moving average of stochastic)
maTypeK: (int) Type of Moving Average for Stochastic Oscillator
maTypeD: (int) Type of Moving Average for Stochastic Oscillator Signal
almaOffsetKD: (float) Offset for Arnaud Legoux Moving Average for Oscillator and Signal
almaSigmaKD: (float) Sigma for Arnaud Legoux Moving Average for Oscillator and Signal
lsmaOffSetKD: (int) Offset for Least Squares Moving Average for Oscillator and Signal
Returns: [float, float] A tuple of Stochastic Oscillator and Moving Average of Stochastic Oscillator

stoch(source, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Stochastic Oscillator. Customized source. Compares the current price of an asset to its price range over a specified time period.
Parameters:
source: (float) Source of series (close, high, low, etc.)
kLength: (int) Period of loopback to calculate the stochastic
kSmoothing: (int) Period for smoothig stochastic
dSmoothing: (int) Period for signal (moving average of stochastic)
maTypeK: (int) Type of Moving Average for Stochastic Oscillator
maTypeD: (int) Type of Moving Average for Stochastic Oscillator Signal
almaOffsetKD: (float) Offset for Arnaud Legoux Moving Average for Stoch and Signal
almaSigmaKD: (float) Sigma for Arnaud Legoux Moving Average for Stoch and Signal
lsmaOffSetKD: (int) Offset for Least Squares Moving Average for Stoch and Signal
Returns: [float, float] A tuple of Stochastic Oscillator and Moving Average of Stochastic Oscillator

tsi(source, shortLength, longLength, maType, almaOffset, almaSigma, lsmaOffSet)
TSI (True Strengh Index). Measures the price change, calculating the ratio of the price change (positive or negative) in relation to the absolute price change.
The values of both are smoothed twice to reduce noise, and the final result is normalized in a range between 100 and -100.
Parameters:
source: (float) Source of series (close, high, low, etc.)
shortLength: (int) Short length
longLength: (int) Long length
maType: (int) Type of Moving Average for TSI
almaOffset: (float) Offset for Arnaud Legoux Moving Average
almaSigma: (float) Sigma for Arnaud Legoux Moving Average
lsmaOffSet: (int) Offset for Least Squares Moving Average
Returns: (float) TSI

smi(sourceTSI, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
SMI (Stochastic Momentum Index). A TSI (True Strengh Index) plus a signal line.
Parameters:
sourceTSI: (float) Source of series for TSI (close, high, low, etc.)
shortLengthTSI: (int) Short length for TSI
longLengthTSI: (int) Long length for TSI
maTypeTSI: (int) Type of Moving Average for Signal of TSI
almaOffsetTSI: (float) Offset for Arnaud Legoux Moving Average
almaSigmaTSI: (float) Sigma for Arnaud Legoux Moving Average
lsmaOffSetTSI: (int) Offset for Least Squares Moving Average
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
Returns: [float, float, float] A tuple with TSI, signal of TSI and histogram of difference

wpr(source, length)
Williams R% (Williams Percent Range). Compares the current price of an asset to its highest high and lowest low over a specified time period.
Parameters:
source: (float) Source of series (close, high, low, etc.)
length: (int) Period of loopback
Returns: (float) Series of Williams R%

cci(source, length, maType, almaOffset, almaSigma, lsmaOffSet)
CCI (Commodity Channel Index). Measures the relationship between an asset's current price and its moving average.
Parameters:
source: (float) Source of series (close, high, low, etc.)
length: (int) Period of loopback
maType: (int) Type of Moving Average
almaOffset: (float) Offset for Arnaud Legoux Moving Average
almaSigma: (float) Sigma for Arnaud Legoux Moving Average
lsmaOffSet: (int) Offset for Least Squares Moving Average
Returns: (float) Series of CCI

ultimateOscillator(fastLength, middleLength, slowLength)
UO (Ultimate Oscilator). Combines three different time periods to help identify possible reversal points.
Parameters:
fastLength: (int) Fast period of loopback
middleLength: (int) Middle period of loopback
slowLength: (int) Slow period of loopback
Returns: (float) Series of Ultimate Oscilator

ultimateOscillator(source, fastLength, middleLength, slowLength)
UO (Ultimate Oscilator). Customized source. Combines three different time periods to help identify possible reversal points.
Parameters:
source: (float) Source of series (close, high, low, etc.)
fastLength: (int) Fast period of loopback
middleLength: (int) Middle period of loopback
slowLength: (int) Slow period of loopback
Returns: (float) Series of Ultimate Oscilator

macd(source, fastLength, slowLength, signalLength, maTypeFast, maTypeSlow, maTypeMACD, almaOffset, almaSigma, lsmaOffSet)
MACD (Moving Average Convergence/Divergence). Shows the difference between short-term and long-term exponential moving averages.
Parameters:
source: (float) Source of series (close, high, low, etc.)
fastLength: (int) Period for fast moving average
slowLength: (int) Period for slow moving average
signalLength: (int) Signal length
maTypeFast: (int) Type of fast moving average
maTypeSlow: (int) Type of slow moving average
maTypeMACD: (int) Type of MACD moving average
almaOffset: (float) Offset for Arnaud Legoux Moving Average
almaSigma: (float) Sigma for Arnaud Legoux Moving Average
lsmaOffSet: (int) Offset for Least Squares Moving Average
Returns: [float, float, float] A tuple with MACD, Signal, and Histgram

fisher(length)
Fisher Transform. Normalize prices into a Gaussian normal distribution.
Parameters:
length
Returns: [float, float] A tuple with Fisher Transform and signal

fisher(source, length)
Fisher Transform. Customized source. Normalize prices into a Gaussian normal distribution.
Parameters:
source: (float) Source of series (close, high, low, etc.)
length
Returns: [float, float] A tuple with Fisher Transform and signal

inverseFisher(source, length, subtrahend, denominator)
Inverse Fisher Transform.
Transform the values of the Fisher Transform into a smaller and more easily interpretable scale is
through the application of an inverse transformation to the hyperbolic tangent function.
This transformation takes the values of the FT, which range from -infinity to +infinity,
to a scale limited between -1 and +1, allowing them to be more easily visualized and compared.
Parameters:
source: (float) Source of series (close, high, low, etc.)
length: (int) Period for loopback
subtrahend: (int) Denominator. Useful in unbounded indicators. For example, in CCI.
denominator
Returns: (float) Series of Inverse Fisher Transform

premierStoch(length, smoothlen)
Premier Stochastic Oscillator (PSO).
Normalizes the standard stochastic oscillator by applying a five-period double exponential smoothing
average of the %K value, resulting in a symmetric scale of 1 to -1.
Parameters:
length: (int) Period for loopback
smoothlen: (int) Period for smoothing
Returns: (float) Series of PSO

premierStoch(source, smoothlen, subtrahend, denominator)
Premier Stochastic Oscillator (PSO) of custom source.
Normalizes the source by applying a five-period double exponential smoothing average.
Parameters:
source: (float) Source of series (close, high, low, etc.)
smoothlen: (int) Period for smoothing
subtrahend: (int) Denominator. Useful in unbounded indicators. For example, in CCI.
denominator
Returns: (float) Series of PSO

stochRsi(sourceRSI, lengthRSI, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
sourceRSI
lengthRSI
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochRoc(sourceROC, lengthROC, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
sourceROC
lengthROC
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochUO(fastLength, middleLength, slowLength, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
fastLength
middleLength
slowLength
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochTSI(source, shortLength, longLength, maType, almaOffset, almaSigma, lsmaOffSet, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
shortLength
longLength
maType
almaOffset
almaSigma
lsmaOffSet
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochWPR(source, length, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
length
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochCCI(source, length, maType, almaOffset, almaSigma, lsmaOffSet, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
length
maType
almaOffset
almaSigma
lsmaOffSet
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochMACD(source, fastLength, slowLength, signalLength, maTypeFast, maTypeSlow, maTypeMACD, almaOffset, almaSigma, lsmaOffSet, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
fastLength
slowLength
signalLength
maTypeFast
maTypeSlow
maTypeMACD
almaOffset
almaSigma
lsmaOffSet
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochFT(length, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
length
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochVolume(kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochMFI(source, length, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
length
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochOBV(source, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochPVI(source, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochNVI(source, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochPVT(source, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochVO(shortLen, longLen, maType, almaOffset, almaSigma, lsmaOffSet, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
shortLen
longLen
maType
almaOffset
almaSigma
lsmaOffSet
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

stochVROC(length, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
length
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD

iftRSI(sourceRSI, lengthRSI, lengthIFT)
Parameters:
sourceRSI
lengthRSI
lengthIFT

iftROC(sourceROC, lengthROC, lengthIFT)
Parameters:
sourceROC
lengthROC
lengthIFT

iftUO(fastLength, middleLength, slowLength, lengthIFT)
Parameters:
fastLength
middleLength
slowLength
lengthIFT

iftStoch(kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD, lengthIFT)
Parameters:
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
lengthIFT

iftTSI(source, shortLength, longLength, maType, almaOffset, almaSigma, lsmaOffSet, lengthIFT)
Parameters:
source
shortLength
longLength
maType
almaOffset
almaSigma
lsmaOffSet
lengthIFT

iftCCI(source, length, maType, almaOffset, almaSigma, lsmaOffSet, lengthIFT)
Parameters:
source
length
maType
almaOffset
almaSigma
lsmaOffSet
lengthIFT

iftFisher(length, lengthIFT)
Parameters:
length
lengthIFT

iftMACD(source, fastLength, slowLength, signalLength, maTypeFast, maTypeSlow, maTypeMACD, almaOffset, almaSigma, lsmaOffSet, lengthIFT)
Parameters:
source
fastLength
slowLength
signalLength
maTypeFast
maTypeSlow
maTypeMACD
almaOffset
almaSigma
lsmaOffSet
lengthIFT

iftWPR(source, length, lengthIFT)
Parameters:
source
length
lengthIFT

iftMFI(source, length, lengthIFT)
Parameters:
source
length
lengthIFT

iftCMF(length, lengthIFT)
Parameters:
length
lengthIFT

iftVO(shortLen, longLen, maType, almaOffset, almaSigma, lsmaOffSet, lengthIFT)
Parameters:
shortLen
longLen
maType
almaOffset
almaSigma
lsmaOffSet
lengthIFT

iftVROC(length, lengthIFT)
Parameters:
length
lengthIFT

smiRSI(source, length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiROC(source, length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiVROC(length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiWPR(source, length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiFT(length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiFT(source, length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiCCI(source, length, maTypeCCI, almaOffsetCCI, almaSigmaCCI, lsmaOffSetCCI, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
maTypeCCI
almaOffsetCCI
almaSigmaCCI
lsmaOffSetCCI
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiUO(fastLength, middleLength, slowLength, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
fastLength
middleLength
slowLength
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiMACD(source, fastLength, slowLength, signalLength, maTypeFast, maTypeSlow, maTypeMACD, almaOffset, almaSigma, lsmaOffSet, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
fastLength
slowLength
signalLength
maTypeFast
maTypeSlow
maTypeMACD
almaOffset
almaSigma
lsmaOffSet
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiVol(shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiMFI(source, length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiCMF(length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiOBV(source, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiPVT(source, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiVO(shortLen, longLen, maType, almaOffset, almaSigma, lsmaOffSet, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
shortLen
longLen
maType
almaOffset
almaSigma
lsmaOffSet
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiPVI(source, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

smiNVI(source, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal

rsiVolume(length)
Parameters:
length

rsiMA(sourceMA, lengthMA, maType, almaOffset, almaSigma, lsmaOffSet, lengthRSI)
Parameters:
sourceMA
lengthMA
maType
almaOffset
almaSigma
lsmaOffSet
lengthRSI

הערות שחרור

v2

Added:
- Momentum Oscillator
- SMI of Momentum

Fixed:
- Fisher Transform with custom source
New parameters:
sourceHigh (float)
sourceLow (float)
length (simple int)

- SMI of Fisher Transform with custom source
New parameters:
sourceHigh (float)
sourceLow (float)
length (simple int)

הערות שחרור

v3
1. Parameters related to the moving average type have been transformed from STRING to INT, using key-value logic.
The reason is that the INT type takes up less memory than STRING.

2. Added Asymmetrical RSI (credits: Alex Orekhov).

3. TSI vs SMI:
TSI and SMI aren't the same thing, so now this has been corrected.

True Strength Index (TSI): measures the price change, calculating the ratio of the price change (positive or negative) in relation to the absolute price change.

Stochastic Momentum Index (SMI): compares the closing price of an asset with the range of its prices over a certain period of time.

הערות שחרור

v4
1. Added new indicator: SMIE (Stochastic Momentum Index Ergodic).
2. Minor fix in default parameters.

הערות שחרור

v5

[FIX] SMI's formula corrected to match the original one.
Now the value is multiplied by 200 instead of 100.
So the oscillator will be in the range of -100 to 100 instead of -50 to 50.

[Feature] Added an overloaded function of SMI to support custom source for high, low, and relative range.

[Feature] Added Know Sure Thing (KST) indicator.

הערות שחרור

v6
[FIX] SMI double smooth formula fixed to use %D Length parameter.

ספריית Pine

ברוח TradingView אמיתית, המחבר פרסם קוד Pine זה כספריית קוד פתוח כדי שמתכנתי Pine אחרים מהקהילה שלנו יוכלו לעשות בו שימוש חוזר. כל הכבוד למחבר! אתה יכול להשתמש בספרייה זו באופן פרטי או בפרסומים אחרים בקוד פתוח, אך שימוש חוזר בקוד זה בפרסום כפוף לכללי הבית.

andre_007

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כתב ויתור

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