MyMovingAveragesLibrary

Library "MyMovingAveragesLibrary"

alma(src, lkbk, alma_offset, alma_sigma)
ALMA - Arnaud Legoux Moving Average
Parameters:
src (float): float
lkbk (int): int
alma_offset (simple float)
alma_sigma (simple float): float
Returns: moving average

frama(src, lkbk, FC, SC)
FRAMA - Fractal Adaptive Moving Average
Parameters:
src (float): float
lkbk (int): int
FC (int): int
SC (int): int
Returns: moving average

kama(src, lkbk, kamafastend, kamaslowend)
KAMA - Kaufman Adaptive Moving Average
Parameters:
src (float): float
lkbk (int): int
kamafastend (int): int
kamaslowend (int): int
Returns: moving average

ema(src, lkbk)
EMA - Exponential Moving Average
Parameters:
src (float): float
lkbk (simple int): int
Returns: moving average

dema(src, lkbk)
DEMA - Double Exponential Moving Average
Parameters:
src (float): float
lkbk (simple int): int
Returns: moving average

tema(src, lkbk)
TEMA - Triple Exponential Moving Average
Parameters:
src (float): float
lkbk (simple int): int
Returns: moving average

hma(src, lkbk)
HMA - Hull Moving Average
Parameters:
src (float): float
lkbk (simple int): int
Returns: moving average

jma(src, lkbk, jurik_power, jurik_phase)
JMA - Jurik Moving Average
Parameters:
src (float): float
lkbk (int): int
jurik_power (int)
jurik_phase (float)
Returns: moving average

laguerre(src, alpha)
Laguerre Filter
Parameters:
src (float): float
alpha (float): float
Returns: moving average

lsma(src, lkbk, lsma_offset)
LSMA - Least Squares Moving Average
Parameters:
src (float): float
lkbk (simple int): int
lsma_offset (simple int): int
Returns: moving average

mcginley(src, lkbk)
McGinley Dynamic
Parameters:
src (float): float
lkbk (simple int): int
Returns: moving average

mf(src, lkbk, mf_feedback, mf_beta, mf_z)
Modular Filter
Parameters:
src (float): float
lkbk (int): int
mf_feedback (bool): float
mf_beta (float): boolean
mf_z (float): float
Returns: moving average

rdma(src)
RDMA - RexDog Moving Average (RDA, as he calls it)
Parameters:
src (float): flot
Returns: moving average

sma(src, lkbk)
SMA - Simple Moving Average
Parameters:
src (float): float
lkbk (int): int
Returns: moving average

smma(src, lkbk)
SMMA - Smoothed Moving Average (known as RMA in TradingView)
Parameters:
src (float): float
lkbk (simple int): int
Returns: moving average

t3(src, lkbk)
T3 Moving Average
Parameters:
src (float): float
lkbk (simple int): int
Returns: moving average

tma(src, lkbk)
TMA - Triangular Moving Average
Parameters:
src (float): float
lkbk (simple int): int
Returns: moving average

vama(src, lkbk, vol_lkbk)
VAMA - Volatility-Adjusted Moving Average
Parameters:
src (float): float
lkbk (simple int): int
vol_lkbk (int): int

vwma(src, lkbk)
VWMA - Volume-Weighted Moving Average
Parameters:
src (float): float
lkbk (simple int): int
Returns: moving average

mf_zlagma(src, lkbk)
Zero-Lag Moving Average
Parameters:
src (float): float
lkbk (int): int
Returns: moving average

Release Notes

v2

Added:
wma(src, lkbk)
WMA - Weighted Moving Average
Parameters:
src (float): float
lkbk (simple int): int
Returns: moving average

zlma(src, lkbk)
Zero-Lag Moving Average
Parameters:
src (float): float
lkbk (int): int
Returns: moving average

Updated:
alma(src, lkbk, offset, sigma)
ALMA - Arnaud Legoux Moving Average
Parameters:
src (float): float
lkbk (int): int
offset (simple float)
sigma (simple float)
Returns: moving average

kama(src, lkbk, kfl, ksl)
KAMA - Kaufman Adaptive Moving Average
Parameters:
src (float): float
lkbk (int): int
kfl (float)
ksl (float)
Returns: moving average

jma(src, lkbk, power, phase)
JMA - Jurik Moving Average
Parameters:
src (float): float
lkbk (int): int
power (int): float
phase (float): int
Returns: moving average

lsma(src, lkbk, offset)
LSMA - Least Squares Moving Average
Parameters:
src (float): float
lkbk (simple int): int
offset (simple int): int
Returns: moving average

mf(src, lkbk, feedback, beta, z)
Modular Filter
Parameters:
src (float): float
lkbk (int): int
feedback (bool)
beta (float)
z (float)
Returns: moving average

Removed:
mf_zlagma(src, lkbk)
Zero-Lag Moving Average

Release Notes

v3

Updated:
jma(src, lkbk, phase, power)
JMA - Jurik Moving Average
Parameters:
src (float): float
lkbk (int): int
phase (int): int
power (float): float
Returns: moving average

Release Notes

v4

I guess this is where I say what I updated? Tradingview has changed things around. Anyway, the code of the TEMA was incorrect in the previous iteration. I've fixed it here. That is all.

Release Notes

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.

ClassicScott

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Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

Pine library

ClassicScott

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