PINE LIBRARY
Moving_Averages
Library "Moving_Averages"
This library contains majority important moving average functions with int series support. Which means that they can be used with variable length input. For conventional use, please use tradingview built-in ta functions for moving averages as they are more precise. I'll use functions in this library for my other scripts with dynamic length inputs.
ema(src, len)
Exponential Moving Average (EMA)
Parameters:
src: Source
len: Period
Returns: Exponential Moving Average with Series Int Support (EMA)
alma(src, len, a_offset, a_sigma)
Arnaud Legoux Moving Average (ALMA)
Parameters:
src: Source
len: Period
a_offset: Arnaud Legoux offset
a_sigma: Arnaud Legoux sigma
Returns: Arnaud Legoux Moving Average (ALMA)
covwema(src, len)
Coefficient of Variation Weighted Exponential Moving Average (COVWEMA)
Parameters:
src: Source
len: Period
Returns: Coefficient of Variation Weighted Exponential Moving Average (COVWEMA)
covwma(src, len)
Coefficient of Variation Weighted Moving Average (COVWMA)
Parameters:
src: Source
len: Period
Returns: Coefficient of Variation Weighted Moving Average (COVWMA)
dema(src, len)
DEMA - Double Exponential Moving Average
Parameters:
src: Source
len: Period
Returns: DEMA - Double Exponential Moving Average
edsma(src, len, ssfLength, ssfPoles)
EDSMA - Ehlers Deviation Scaled Moving Average
Parameters:
src: Source
len: Period
ssfLength: EDSMA - Super Smoother Filter Length
ssfPoles: EDSMA - Super Smoother Filter Poles
Returns: Ehlers Deviation Scaled Moving Average (EDSMA)
eframa(src, len, FC, SC)
Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA)
Parameters:
src: Source
len: Period
FC: Lower Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average
SC: Upper Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average
Returns: Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA)
ehma(src, len)
EHMA - Exponential Hull Moving Average
Parameters:
src: Source
len: Period
Returns: Exponential Hull Moving Average (EHMA)
etma(src, len)
Exponential Triangular Moving Average (ETMA)
Parameters:
src: Source
len: Period
Returns: Exponential Triangular Moving Average (ETMA)
frama(src, len)
Fractal Adaptive Moving Average (FRAMA)
Parameters:
src: Source
len: Period
Returns: Fractal Adaptive Moving Average (FRAMA)
hma(src, len)
HMA - Hull Moving Average
Parameters:
src: Source
len: Period
Returns: Hull Moving Average (HMA)
jma(src, len, jurik_phase, jurik_power)
Jurik Moving Average - JMA
Parameters:
src: Source
len: Period
jurik_phase: Jurik (JMA) Only - Phase
jurik_power: Jurik (JMA) Only - Power
Returns: Jurik Moving Average (JMA)
kama(src, len, k_fastLength, k_slowLength)
Kaufman's Adaptive Moving Average (KAMA)
Parameters:
src: Source
len: Period
k_fastLength: Number of periods for the fastest exponential moving average
k_slowLength: Number of periods for the slowest exponential moving average
Returns: Kaufman's Adaptive Moving Average (KAMA)
kijun(_high, _low, len, kidiv)
Kijun v2
Parameters:
_high: High value of bar
_low: Low value of bar
len: Period
kidiv: Kijun MOD Divider
Returns: Kijun v2
lsma(src, len, offset)
LSMA/LRC - Least Squares Moving Average / Linear Regression Curve
Parameters:
src: Source
len: Period
offset: Offset
Returns: Least Squares Moving Average (LSMA)/ Linear Regression Curve (LRC)
mf(src, len, beta, feedback, z)
MF - Modular Filter
Parameters:
src: Source
len: Period
beta: Modular Filter, General Filter Only - Beta
feedback: Modular Filter Only - Feedback
z: Modular Filter Only - Feedback Weighting
Returns: Modular Filter (MF)
rma(src, len)
RMA - RSI Moving average
Parameters:
src: Source
len: Period
Returns: RSI Moving average (RMA)
sma(src, len)
SMA - Simple Moving Average
Parameters:
src: Source
len: Period
Returns: Simple Moving Average (SMA)
smma(src, len)
Smoothed Moving Average (SMMA)
Parameters:
src: Source
len: Period
Returns: Smoothed Moving Average (SMMA)
stma(src, len)
Simple Triangular Moving Average (STMA)
Parameters:
src: Source
len: Period
Returns: Simple Triangular Moving Average (STMA)
tema(src, len)
TEMA - Triple Exponential Moving Average
Parameters:
src: Source
len: Period
Returns: Triple Exponential Moving Average (TEMA)
thma(src, len)
THMA - Triple Hull Moving Average
Parameters:
src: Source
len: Period
Returns: Triple Hull Moving Average (THMA)
vama(src, len, volatility_lookback)
VAMA - Volatility Adjusted Moving Average
Parameters:
src: Source
len: Period
volatility_lookback: Volatility lookback length
Returns: Volatility Adjusted Moving Average (VAMA)
vidya(src, len)
Variable Index Dynamic Average (VIDYA)
Parameters:
src: Source
len: Period
Returns: Variable Index Dynamic Average (VIDYA)
vwma(src, len)
Volume-Weighted Moving Average (VWMA)
Parameters:
src: Source
len: Period
Returns: Volume-Weighted Moving Average (VWMA)
wma(src, len)
WMA - Weighted Moving Average
Parameters:
src: Source
len: Period
Returns: Weighted Moving Average (WMA)
zema(src, len)
Zero-Lag Exponential Moving Average (ZEMA)
Parameters:
src: Source
len: Period
Returns: Zero-Lag Exponential Moving Average (ZEMA)
zsma(src, len)
Zero-Lag Simple Moving Average (ZSMA)
Parameters:
src: Source
len: Period
Returns: Zero-Lag Simple Moving Average (ZSMA)
evwma(src, len)
EVWMA - Elastic Volume Weighted Moving Average
Parameters:
src: Source
len: Period
Returns: Elastic Volume Weighted Moving Average (EVWMA)
tt3(src, len, a1_t3)
Tillson T3
Parameters:
src: Source
len: Period
a1_t3: Tillson T3 Volume Factor
Returns: Tillson T3
gma(src, len)
GMA - Geometric Moving Average
Parameters:
src: Source
len: Period
Returns: Geometric Moving Average (GMA)
wwma(src, len)
WWMA - Welles Wilder Moving Average
Parameters:
src: Source
len: Period
Returns: Welles Wilder Moving Average (WWMA)
ama(src, _high, _low, len, ama_f_length, ama_s_length)
AMA - Adjusted Moving Average
Parameters:
src: Source
_high: High value of bar
_low: Low value of bar
len: Period
ama_f_length: Fast EMA Length
ama_s_length: Slow EMA Length
Returns: Adjusted Moving Average (AMA)
cma(src, len)
Corrective Moving average (CMA)
Parameters:
src: Source
len: Period
Returns: Corrective Moving average (CMA)
gmma(src, len)
Geometric Mean Moving Average (GMMA)
Parameters:
src: Source
len: Period
Returns: Geometric Mean Moving Average (GMMA)
ealf(src, len, LAPercLen_, FPerc_)
Ehler's Adaptive Laguerre filter (EALF)
Parameters:
src: Source
len: Period
LAPercLen_: Median Length
FPerc_: Median Percentage
Returns: Ehler's Adaptive Laguerre filter (EALF)
elf(src, len, LAPercLen_, FPerc_)
ELF - Ehler's Laguerre filter
Parameters:
src: Source
len: Period
LAPercLen_: Median Length
FPerc_: Median Percentage
Returns: Ehler's Laguerre Filter (ELF)
edma(src, len)
Exponentially Deviating Moving Average (MZ EDMA)
Parameters:
src: Source
len: Period
Returns: Exponentially Deviating Moving Average (MZ EDMA)
pnr(src, len, rank_inter_Perc_)
PNR - percentile nearest rank
Parameters:
src: Source
len: Period
rank_inter_Perc_: Rank and Interpolation Percentage
Returns: Percentile Nearest Rank (PNR)
pli(src, len, rank_inter_Perc_)
PLI - Percentile Linear Interpolation
Parameters:
src: Source
len: Period
rank_inter_Perc_: Rank and Interpolation Percentage
Returns: Percentile Linear Interpolation (PLI)
rema(src, len)
Range EMA (REMA)
Parameters:
src: Source
len: Period
Returns: Range EMA (REMA)
sw_ma(src, len)
Sine-Weighted Moving Average (SW-MA)
Parameters:
src: Source
len: Period
Returns: Sine-Weighted Moving Average (SW-MA)
vwap(src, len)
Volume Weighted Average Price (VWAP)
Parameters:
src: Source
len: Period
Returns: Volume Weighted Average Price (VWAP)
mama(src, len)
MAMA - MESA Adaptive Moving Average
Parameters:
src: Source
len: Period
Returns: MESA Adaptive Moving Average (MAMA)
fama(src, len)
FAMA - Following Adaptive Moving Average
Parameters:
src: Source
len: Period
Returns: Following Adaptive Moving Average (FAMA)
hkama(src, len)
HKAMA - Hilbert based Kaufman's Adaptive Moving Average
Parameters:
src: Source
len: Period
Returns: Hilbert based Kaufman's Adaptive Moving Average (HKAMA)
This library contains majority important moving average functions with int series support. Which means that they can be used with variable length input. For conventional use, please use tradingview built-in ta functions for moving averages as they are more precise. I'll use functions in this library for my other scripts with dynamic length inputs.
ema(src, len)
Exponential Moving Average (EMA)
Parameters:
src: Source
len: Period
Returns: Exponential Moving Average with Series Int Support (EMA)
alma(src, len, a_offset, a_sigma)
Arnaud Legoux Moving Average (ALMA)
Parameters:
src: Source
len: Period
a_offset: Arnaud Legoux offset
a_sigma: Arnaud Legoux sigma
Returns: Arnaud Legoux Moving Average (ALMA)
covwema(src, len)
Coefficient of Variation Weighted Exponential Moving Average (COVWEMA)
Parameters:
src: Source
len: Period
Returns: Coefficient of Variation Weighted Exponential Moving Average (COVWEMA)
covwma(src, len)
Coefficient of Variation Weighted Moving Average (COVWMA)
Parameters:
src: Source
len: Period
Returns: Coefficient of Variation Weighted Moving Average (COVWMA)
dema(src, len)
DEMA - Double Exponential Moving Average
Parameters:
src: Source
len: Period
Returns: DEMA - Double Exponential Moving Average
edsma(src, len, ssfLength, ssfPoles)
EDSMA - Ehlers Deviation Scaled Moving Average
Parameters:
src: Source
len: Period
ssfLength: EDSMA - Super Smoother Filter Length
ssfPoles: EDSMA - Super Smoother Filter Poles
Returns: Ehlers Deviation Scaled Moving Average (EDSMA)
eframa(src, len, FC, SC)
Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA)
Parameters:
src: Source
len: Period
FC: Lower Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average
SC: Upper Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average
Returns: Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA)
ehma(src, len)
EHMA - Exponential Hull Moving Average
Parameters:
src: Source
len: Period
Returns: Exponential Hull Moving Average (EHMA)
etma(src, len)
Exponential Triangular Moving Average (ETMA)
Parameters:
src: Source
len: Period
Returns: Exponential Triangular Moving Average (ETMA)
frama(src, len)
Fractal Adaptive Moving Average (FRAMA)
Parameters:
src: Source
len: Period
Returns: Fractal Adaptive Moving Average (FRAMA)
hma(src, len)
HMA - Hull Moving Average
Parameters:
src: Source
len: Period
Returns: Hull Moving Average (HMA)
jma(src, len, jurik_phase, jurik_power)
Jurik Moving Average - JMA
Parameters:
src: Source
len: Period
jurik_phase: Jurik (JMA) Only - Phase
jurik_power: Jurik (JMA) Only - Power
Returns: Jurik Moving Average (JMA)
kama(src, len, k_fastLength, k_slowLength)
Kaufman's Adaptive Moving Average (KAMA)
Parameters:
src: Source
len: Period
k_fastLength: Number of periods for the fastest exponential moving average
k_slowLength: Number of periods for the slowest exponential moving average
Returns: Kaufman's Adaptive Moving Average (KAMA)
kijun(_high, _low, len, kidiv)
Kijun v2
Parameters:
_high: High value of bar
_low: Low value of bar
len: Period
kidiv: Kijun MOD Divider
Returns: Kijun v2
lsma(src, len, offset)
LSMA/LRC - Least Squares Moving Average / Linear Regression Curve
Parameters:
src: Source
len: Period
offset: Offset
Returns: Least Squares Moving Average (LSMA)/ Linear Regression Curve (LRC)
mf(src, len, beta, feedback, z)
MF - Modular Filter
Parameters:
src: Source
len: Period
beta: Modular Filter, General Filter Only - Beta
feedback: Modular Filter Only - Feedback
z: Modular Filter Only - Feedback Weighting
Returns: Modular Filter (MF)
rma(src, len)
RMA - RSI Moving average
Parameters:
src: Source
len: Period
Returns: RSI Moving average (RMA)
sma(src, len)
SMA - Simple Moving Average
Parameters:
src: Source
len: Period
Returns: Simple Moving Average (SMA)
smma(src, len)
Smoothed Moving Average (SMMA)
Parameters:
src: Source
len: Period
Returns: Smoothed Moving Average (SMMA)
stma(src, len)
Simple Triangular Moving Average (STMA)
Parameters:
src: Source
len: Period
Returns: Simple Triangular Moving Average (STMA)
tema(src, len)
TEMA - Triple Exponential Moving Average
Parameters:
src: Source
len: Period
Returns: Triple Exponential Moving Average (TEMA)
thma(src, len)
THMA - Triple Hull Moving Average
Parameters:
src: Source
len: Period
Returns: Triple Hull Moving Average (THMA)
vama(src, len, volatility_lookback)
VAMA - Volatility Adjusted Moving Average
Parameters:
src: Source
len: Period
volatility_lookback: Volatility lookback length
Returns: Volatility Adjusted Moving Average (VAMA)
vidya(src, len)
Variable Index Dynamic Average (VIDYA)
Parameters:
src: Source
len: Period
Returns: Variable Index Dynamic Average (VIDYA)
vwma(src, len)
Volume-Weighted Moving Average (VWMA)
Parameters:
src: Source
len: Period
Returns: Volume-Weighted Moving Average (VWMA)
wma(src, len)
WMA - Weighted Moving Average
Parameters:
src: Source
len: Period
Returns: Weighted Moving Average (WMA)
zema(src, len)
Zero-Lag Exponential Moving Average (ZEMA)
Parameters:
src: Source
len: Period
Returns: Zero-Lag Exponential Moving Average (ZEMA)
zsma(src, len)
Zero-Lag Simple Moving Average (ZSMA)
Parameters:
src: Source
len: Period
Returns: Zero-Lag Simple Moving Average (ZSMA)
evwma(src, len)
EVWMA - Elastic Volume Weighted Moving Average
Parameters:
src: Source
len: Period
Returns: Elastic Volume Weighted Moving Average (EVWMA)
tt3(src, len, a1_t3)
Tillson T3
Parameters:
src: Source
len: Period
a1_t3: Tillson T3 Volume Factor
Returns: Tillson T3
gma(src, len)
GMA - Geometric Moving Average
Parameters:
src: Source
len: Period
Returns: Geometric Moving Average (GMA)
wwma(src, len)
WWMA - Welles Wilder Moving Average
Parameters:
src: Source
len: Period
Returns: Welles Wilder Moving Average (WWMA)
ama(src, _high, _low, len, ama_f_length, ama_s_length)
AMA - Adjusted Moving Average
Parameters:
src: Source
_high: High value of bar
_low: Low value of bar
len: Period
ama_f_length: Fast EMA Length
ama_s_length: Slow EMA Length
Returns: Adjusted Moving Average (AMA)
cma(src, len)
Corrective Moving average (CMA)
Parameters:
src: Source
len: Period
Returns: Corrective Moving average (CMA)
gmma(src, len)
Geometric Mean Moving Average (GMMA)
Parameters:
src: Source
len: Period
Returns: Geometric Mean Moving Average (GMMA)
ealf(src, len, LAPercLen_, FPerc_)
Ehler's Adaptive Laguerre filter (EALF)
Parameters:
src: Source
len: Period
LAPercLen_: Median Length
FPerc_: Median Percentage
Returns: Ehler's Adaptive Laguerre filter (EALF)
elf(src, len, LAPercLen_, FPerc_)
ELF - Ehler's Laguerre filter
Parameters:
src: Source
len: Period
LAPercLen_: Median Length
FPerc_: Median Percentage
Returns: Ehler's Laguerre Filter (ELF)
edma(src, len)
Exponentially Deviating Moving Average (MZ EDMA)
Parameters:
src: Source
len: Period
Returns: Exponentially Deviating Moving Average (MZ EDMA)
pnr(src, len, rank_inter_Perc_)
PNR - percentile nearest rank
Parameters:
src: Source
len: Period
rank_inter_Perc_: Rank and Interpolation Percentage
Returns: Percentile Nearest Rank (PNR)
pli(src, len, rank_inter_Perc_)
PLI - Percentile Linear Interpolation
Parameters:
src: Source
len: Period
rank_inter_Perc_: Rank and Interpolation Percentage
Returns: Percentile Linear Interpolation (PLI)
rema(src, len)
Range EMA (REMA)
Parameters:
src: Source
len: Period
Returns: Range EMA (REMA)
sw_ma(src, len)
Sine-Weighted Moving Average (SW-MA)
Parameters:
src: Source
len: Period
Returns: Sine-Weighted Moving Average (SW-MA)
vwap(src, len)
Volume Weighted Average Price (VWAP)
Parameters:
src: Source
len: Period
Returns: Volume Weighted Average Price (VWAP)
mama(src, len)
MAMA - MESA Adaptive Moving Average
Parameters:
src: Source
len: Period
Returns: MESA Adaptive Moving Average (MAMA)
fama(src, len)
FAMA - Following Adaptive Moving Average
Parameters:
src: Source
len: Period
Returns: Following Adaptive Moving Average (FAMA)
hkama(src, len)
HKAMA - Hilbert based Kaufman's Adaptive Moving Average
Parameters:
src: Source
len: Period
Returns: Hilbert based Kaufman's Adaptive Moving Average (HKAMA)
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.
כתב ויתור
המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.