AveragesLibrary "Averages"
Contains utilities for generating averages from arrays. Useful for manipulated or cleaned data.
triangular(src, startingWeight) Calculates the triangular weighted average of a set of values where the last value has the highest weight.
Parameters:
src : The array to derive the average from.
startingWeight : The weight to begin with when calculating the average. Higher numbers will decrease the bias.
weighted(src, weights, weightDefault) Calculates the weighted average of a set of values.
Parameters:
src : The array to derive the average from.
weights : The array containing the weights for the source.
weightDefault : The default value to use when a weight is NA.
triangularWeighted(src, weights, startingWeight) Calculates the weighted average of a set of values where the last value has the highest triangular multiple.
Parameters:
src : The array to derive the average from.
weights : The array containing the weights for the source.
startingWeight : The multiple to begin with when calculating the average. Higher numbers will decrease the bias.
exponential(src) Calculates the exponential average of a set of values where the last value has the highest weight.
Parameters:
src : The array to derive the average from.
arrayFrom(src, len, omitNA) Creates an array from the provided series (oldest to newest).
Parameters:
src : The array to derive from.
len : The target length of the array.
omitNA : If true, NA values will not be added to the array and the resultant array may be shorter than the target length.
Array
LibraryPrivateUsage001This is a public library that include the functions explained below. The libraries are considered public domain code and permission is not required from the author if you reuse these functions in your open-source scripts
ArrayGenerateLibrary "ArrayGenerate"
Functions to generate arrays.
sequence_int(start, end, step) returns a sequence of int numbers.
Parameters:
start : int, begining of sequence range.
end : int, end of sequence range.
step : int, step, default=1 .
Returns: int , array.
sequence_float(start, end, step) returns a sequence of float numbers.
Parameters:
start : float, begining of sequence range.
end : float, end of sequence range.
step : float, step, default=1.0 .
Returns: float , array.
sequence_from_series(src, length, shift, direction_forward) Creates a array from a series sample range.
Parameters:
src : series, any kind.
length : int, window period in bars to sample series.
shift : int, window period in bars to shift backwards the data sample, default=0.
direction_forward : bool, sample from start to end or end to start order, default=true.
Returns: float array
normal_distribution(size, mean, dev) Generate normal distribution random sample.
Parameters:
size : int, size of array
mean : float, mean of the sample, (default=0.0).
dev : float, deviation of the sample from the mean, (default=1.0).
Returns: float array.
log_spaced(length, start_exp, stop_exp) Generate a base 10 logarithmically spaced sample sequence.
Parameters:
length : int, length of the sequence.
start_exp : float, start exponent.
stop_exp : float, stop exponent.
Returns: float array.
linear_range(stop, start) Generate a linearly spaced sample vector within the inclusive interval (start, stop) and step 1.
Parameters:
stop : float, stop value.
start : float, start value, (default=0.0).
Returns: float array.
periodic_wave(length, sampling_rate, frequency, amplitude, phase, delay) Create a periodic wave.
Parameters:
length : int, the number of samples to generate.
sampling_rate : float, samples per time unit (Hz). Must be larger than twice the frequency to satisfy the Nyquist criterion.
frequency : float, frequency in periods per time unit (Hz).
amplitude : float, the length of the period when sampled at one sample per time unit. This is the interval of the periodic domain, a typical value is 1.0, or 2*Pi for angular functions.
phase : float, optional phase offset.
delay : int, optional delay, relative to the phase.
Returns: float array.
sinusoidal(length, sampling_rate, frequency, amplitude, mean, phase, delay) Create a Sine wave.
Parameters:
length : int, The number of samples to generate.
sampling_rate : float, Samples per time unit (Hz). Must be larger than twice the frequency to satisfy the Nyquist criterion.
frequency : float, Frequency in periods per time unit (Hz).
amplitude : float, The maximal reached peak.
mean : float, The mean, or DC part, of the signal.
phase : float, Optional phase offset.
delay : int, Optional delay, relative to the phase.
Returns: float array.
periodic_impulse(length, period, amplitude, delay) Create a periodic Kronecker Delta impulse sample array.
Parameters:
length : int, The number of samples to generate.
period : int, impulse sequence period.
amplitude : float, The maximal reached peak.
delay : int, Offset to the time axis. Zero or positive.
Returns: float array.


