Pythagorean Means of Moving Averages

DESCRIPTION
Pythagorean Means of Moving Averages

1. Calculates a set of moving averages for high, low, close, open and typical prices, each at multiple periods.
Period values follow the Fibonacci sequence.
The "short" set includes moving average having the following periods: 5, 8, 13, 21, 34, 55, 89, 144, 233, 377.
The "mid" set includes moving average having the following periods: 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597.
The "long" set includes moving average having the following periods: 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597, 2584, 4181.
2. User selects the type of moving average: SMA, EMA, HMA, RMA, WMA, VWMA.
3. Calculates the mean of each set of moving averages.
4. User selects the type of mean to be calculated: 1) arithmetic, 2) geometric, 3) harmonic, 4) quadratic, 5) cubic. Multiple mean calculations may be displayed simultaneously, allowing for comparison.
5. Plots the mean for high, low, close, open, and typical prices.
6. User selects which plots to display: 1) high and low prices, 2) close prices, 3) open prices, and/or 4) typical prices.
7. Calculates and plots a vertical deviation from an origin mean--the mean from which the deviation is measured.
8. Deviation = origin mean x a x b^(x/y)/c.
9. User selects the deviation origin mean: 1) high and low prices plot, 2) close prices plot, or 3) typical prices plot.
10. User defines deviation variables a, b, c, x and y.
Examples of deviation:
a) Percent of the mean = 1.414213562 = 2^(1/2) = Pythagoras's constant (default).
b) Percent of the mean = 0.7071067812 = = = sin 45˚ = cos 45˚.
11. Displaces the plots horizontally +/- by a user defined number of periods.

PURPOSE

1. Identify price trends and potential levels of support and resistance.

CREDITS

1. "Fibonacci Moving Average" by Sofien Kaabar: two plots, each an arithmetic mean of EMAs of 1) high prices and 2) low prices, with periods 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597, 2584, 4181.
2. "Solarized" color scheme by Ethan Schoonover.

הערות שחרור:

1) Added a list of mathematical constants to select as a deviation multiplier.
2) Edited script notes.

הערות שחרור:

1) updated script notes.
2) removed unrelated indicators from chart.

הערות שחרור:

1. Updated constants list.

הערות שחרור:

1. Added selection for period lengths based on either Fibonacci Numbers, Lucas Numbers, or Mersenne primes.

הערות שחרור:

Updated variable names.

הערות שחרור:

1. Added additional number sequences.

הערות שחרור:

Edited script: 1) moving averages periods, 2) new number sequences, 3) new constants.
Added script notes.

הערות שחרור:

1. Added option to calculate double and triple exponential moving averages. Moving average options include: SMA, EMA, DEMA, TEMA, RMA, WMA, VWMA.
2. Chart displayed shows the cubic mean of EMAs having period length values equal to Mersenne prime exponents (3, 5, 7, 13, 17, 19, 31, 61, 89, 107, 127, 521, 607, 1279, 2203).

הערות שחרור:

Added some flexibility in how the plots can be adjusted:
1. increase all moving averages' periods by a specified number of periods.
2. apply the above to high prices or low prices, open prices or close prices, or typical prices.
3. added the OEIS reference number next to the number sequence names within the script notes.

הערות שחרור:

1. Added more number sequences: Pell, Padovan, Perrin, Catalan, Narayana.
2. Added more moving averages: Triple-EMA (TEMA), Quadruple-EMA (QEMA), Quintuple-EMA (PEMA).

Note: TEMA, QEMA, and PEMA may not display when used with "long" or "mid" lookback periods with some number sequences. If TEMA, QEMA, or PEMA do not display, select a shorter lookback period, e.g., "mid" or "short", or a number sequence having fewer periods included within the current lookback selection.

הערות שחרור:

1. Added the option to displace plots horizontally: 1) plots and deviations generated from Open, High, Low, and Close prices separately from 2) plots generated from Typical Prices.
2. Added the Jacobsthal number sequence.

הערות שחרור:

Added options to plot 2 reference moving averages and displace these +/- horizontally by a specified number of periods.

הערות שחרור:

1. Added option to choose Zero Lag Exponential Moving Averages. The selected moving average type is what is used in mean calculations.
2. Fixed error in mean equation script notes. Plotted mean was correct. Notes were incorrect, now corrected.
3. Change optional defaults as follows: Cubic mean of EMAs, with EMA periods equal to the Lucas Numbers. (Lucas numbers are related to Fibonacci numbers in that their ratio is also equal to the Golden Ratio.) Offset from mean of typical price (High + Low + Close) / 3 EMAs equal to 3x the Golden Ratio. Mean of typical prices is shifted forward 29 periods. Optional reference moving averages displayed are 50 and 250 EMA.

הערות שחרור:

1. Corrected a typo in period lengths
2. Added more reference MAs

הערות שחרור:

Added Tillson's T3 moving average.

הערות שחרור:

Added different options for source for the four reference plots

הערות שחרור:

Fixed some errors in the script notes.
Added fill between mean of moving averages sourcing typical prices and the same mean displaced by a specified number of periods.

הערות שחרור:

for mean of moving averages prices source, removed typical and added average which includes typical, mean, and other calculations for average price. User selects the calculation to apply.

הערות שחרור:

Modified average price calculations

הערות שחרור:

Removed the reference moving averages.
Added an option to display or hide all of the moving averages used in the calculation of the mean of moving averages.
Additionally, these moving averages can be translated horizontally by a specified number of periods.

הערות שחרור:

Adjusted display of moving averages.

הערות שחרור:

corrected an error found in previous update

הערות שחרור:

1) Edited code for plot displacement.
2) Edited notes.

הערות שחרור:

Edited notes.

הערות שחרור:

Updated defaults

הערות שחרור:

Added constants, corrected minor typos.

הערות שחרור:

Changed defaults and variable names.

הערות שחרור:

More typos found. These are variable names/descriptions only.

הערות שחרור:

Edited defaults.

הערות שחרור:

Found more typos in descriptions.

הערות שחרור:

Edited script notes. Updated chart.