**"TAExt"**

Indicator functions can be used in other indicators and strategies. This will be extended by time with indicators I use in my strategies and studies.

**atrwo(length, stdev_length, stdev_mult)**ATR without outliers

Parameters:

**length**: The length of the ATR

**stdev_length**: The length of the standard deviation, used for detecting outliers

**stdev_mult**: The multiplier of the standard deviation, used for detecting outliers

Returns: The ATR value

**atrwma(src, period, type, atr_length, stdev_length, stdev_mult)**ATR without outlier weighted moving average

Parameters:

**src**: The source of the moving average

**period**: The period of the moving average

**type**: The type of the moving average, possible values: SMA, EMA, RMA

**atr_length**: The length of the ATR

**stdev_length**: The length of the standard deviation, used for detecting outliers

**stdev_mult**: The multiplier of the standard deviation, used for detecting outliers

Returns: The moving average value

**jma(src, period, phase, power)**Jurik Moving Average

Parameters:

**src**: The source of the moving average

**period**: The period of the moving average calculation

**phase**: The phase of jurik MA calculation (-100..100)

**power**: The power of jurik MA calculation

Returns: The Jurik MA series

**anyma(src, period, type, offset, sigma, phase, power)**Moving Average by type

Parameters:

**src**: The source of the moving average

**period**: The period of the moving average calculation

**type**: The type of the moving average

**offset**: Used only by ALMA, it is the ALMA offset

**sigma**: Used only by ALMA, it is the ALMA sigma

**phase**: The phase of jurik MA calculation (-100..100)

**power**: The power of jurik MA calculation

Returns: The moving average series

**wae(macd_src, macd_fast_length, macd_slow_length, macd_sensitivity, bb_base_src, bb_upper_src, bb_lower_src, bb_length, bb_mult, dead_zone_length, dead_zone_mult)**Waddah Attar Explosion (WAE)

Parameters:

**macd_src**: The source series used by MACD

**macd_fast_length**: The fast MA length of the MACD

**macd_slow_length**: The slow MA length of the MACD

**macd_sensitivity**: The MACD diff multiplier

**bb_base_src**: The source used by stdev

**bb_upper_src**: The source used by the upper Bollinger Band

**bb_lower_src**: The source used by the lower Bollinger Band

**bb_length**: The lenth for Bollinger Bands

**bb_mult**: The multiplier for Bollinger Bands

**dead_zone_length**: The ATR length for dead zone calculation

**dead_zone_mult**: The ATR multiplier for dead zone

Returns:

**ssl(length, high_src, low_src)**Semaphore Signal Level channel (SSL)

Parameters:

**length**: The length of the moving average

**high_src**: Source of the high moving average

**low_src**: Source of the low moving average

Returns:

**adx(atr_length, di_length, adx_length, high_src, low_src, atr_ma_type, di_ma_type, adx_ma_type)**Average Directional Index + Direction Movement Index (ADX + DMI)

Parameters:

**atr_length**: The length of ATR

**di_length**: DI plus and minus smoothing length

**adx_length**: ADX smoothing length

**high_src**: Source of the high moving average

**low_src**: Source of the low moving average

**atr_ma_type**: MA type of the ATR calculation

**di_ma_type**: MA type of the DI calculation

**adx_ma_type**: MA type of the ADX calculation

Returns:

v2

Updated:

Parameters:

Returns:

Updated:

**ssl(length, src, high_src, low_src)**Semaphore Signal Level channel (SSL)Parameters:

**length**: The length of the moving average**src**: Source of compare**high_src**: Source of the high moving average**low_src**: Source of the low moving averageReturns:

v3

Added:

Parameters:

Returns: The choppiness value

Parameters:

Returns: The choppiness value

- Added SWMA to moving averages

- Choppiness index functions, one with ATRWO and one with STDev

Added:

**chop(length, atr_length, stdev_length, stdev_mult)**Choppiness Index (CHOP) using ATRWOParameters:

**length**: The sum and highest/lowest length**atr_length**: The length of the ATR**stdev_length**: The length of the standard deviation, used for detecting outliers**stdev_mult**: The multiplier of the standard deviation, used for detecting outliersReturns: The choppiness value

**chop_stdev(length, src, stdev_length)**Choppiness Index (CHOP) using stdev instead of ATRParameters:

**length**: The sum and highest/lowest length**src**: The source of the stdev**stdev_length**: The length of the stdev calculationReturns: The choppiness value

v4

Added:

Parameters:

@retrurns

Parameters:

Returns:

Updated:

Parameters:

Returns: The Jurik MA series

Parameters:

Returns: The ATR value

Parameters:

Returns: The moving average series

Parameters:

Returns: The moving average series

- Ability to use different moving averages for ATR

- SSMA and DONCHIAN support for anyma function

- Keltner Channels function with trend detection

Added:

**kc(length, atr_length, mult, base_src, upper_src, lower_src, base_ma_type, upper_ma_type, lower_ma_type, stdev_length, stdev_mult)**Keltner Channels (KC)Parameters:

**length**: The length of moving averages**atr_length**: The ATR length, the ATR is used to shift the upper and lower bands**mult**: The ATR multiplier**base_src**: Source of the base line**upper_src**: Source of the upper line**lower_src**: Source of the lower line**base_ma_type**: The MA type of the base line**upper_ma_type**: The MA type of the upper line**lower_ma_type**: The MA type of the lower line**stdev_length**: The length of the standard deviation, used for detecting outliers**stdev_mult**: The multiplier of the standard deviation, used for detecting outliers@retrurns

**kc_trend(base, upper, lower, lookback)**Keltner Channel TrendParameters:

**base**: The base value returned by kc function**upper**: The upper value returned by kc function**lower**: The lower value returned by kc function**lookback**: Howmany timestaps to look back to determine the trendReturns:

Updated:

**jma(src, length, phase, power)**Jurik Moving AverageParameters:

**src**: The source of the moving average**length**: The length of the moving average calculation**phase**: The phase of jurik MA calculation (-100..100)**power**: The power of jurik MA calculationReturns: The Jurik MA series

**atrwo(length, stdev_length, stdev_mult, ma_type)**ATR without outliersParameters:

**length**: The length of the ATR smoothing**stdev_length**: The length of the standard deviation, used for detecting outliers**stdev_mult**: The multiplier of the standard deviation, used for detecting outliers**ma_type**: The moving average type used for smoothingReturns: The ATR value

**atrwma(src, length, type, atr_length, stdev_length, stdev_mult)**ATR without outlier weighted moving averageParameters:

**src**: The source of the moving average**length**: The length of the moving average**type**: The type of the moving average, possible values: SMA, EMA, RMA**atr_length**: The length of the ATR**stdev_length**: The length of the standard deviation, used for detecting outliers**stdev_mult**: The multiplier of the standard deviation, used for detecting outliersReturns: The moving average series

**anyma(src, length, type, offset, sigma, phase, power)**Moving Average by typeParameters:

**src**: The source of the moving average**length**: The length of the moving average calculation**type**: The type of the moving average**offset**: Used only by ALMA, it is the ALMA offset**sigma**: Used only by ALMA, it is the ALMA sigma**phase**: The phase of jurik MA calculation (-100..100)**power**: The power of jurik MA calculationReturns: The moving average series

v5

Added:

Parameters:

Parameters:

Returns:

- Supertrend indicator (based on Keltner Channel)s, and also very flexible

- Smoothed Heiken Ashi which can use before and after smoothing moving average

Added:

**supertrend(upper, lower, compare_src, returns)**Supertrend, calculated from above "kc" (Keltner Channel Function)Parameters:

**upper**: The upper value returned by kc function**lower**: The lower value returned by kc function**compare_src**: Source of the base line**returns**:**heiken_ashi(smooth_length, smooth_ma_type, after_smooth_length, after_smooth_ma_type, src_open, src_high, src_low, src_close)**Heiken Ashi (Smoothed) CandleParameters:

**smooth_length**: Smooth length before heiken ashi calculation**smooth_ma_type**: Type of smoothing MA before heiken ashi calculation**after_smooth_length**: Smooth length after**after_smooth_ma_type**: Smooth MA type after**src_open**: Sourve of open**src_high**: Source of high**src_low**: Source of low**src_close**: Source of closeReturns:

v6

Parameters:

Returns:

Parameters:

Returns: The choppiness value

- Fixed start of supertrend

- Added ATRWO to ADX

- Added ATR MA type parameter to chop

**adx(atr_length, di_length, adx_length, high_src, low_src, atr_ma_type, di_ma_type, adx_ma_type, atr_stdev_length, atr_stdev_mult)**Average Directional Index + Direction Movement Index (ADX + DMI)Parameters:

**atr_length**: The length of ATR**di_length**: DI plus and minus smoothing length**adx_length**: ADX smoothing length**high_src**: Source of the high moving average**low_src**: Source of the low moving average**atr_ma_type**: MA type of the ATR calculation**di_ma_type**: MA type of the DI calculation**adx_ma_type**: MA type of the ADX calculation**atr_stdev_length**: The length of the standard deviation, used for detecting outliers**atr_stdev_mult**: The multiplier of the standard deviation, used for detecting outliersReturns:

**chop(length, atr_length, stdev_length, stdev_mult, ma_type)**Choppiness Index (CHOP) using ATRWOParameters:

**length**: The sum and highest/lowest length**atr_length**: The length of the ATR**stdev_length**: The length of the standard deviation, used for detecting outliers**stdev_mult**: The multiplier of the standard deviation, used for detecting outliers**ma_type**: The MA type of ATRReturns: The choppiness value

v7

Fixed: DEMA and TEMA, now they have the same results as TradingView ones

Added:

Parameters:

Returns: The slope value

Parameters:

Returns: The slope value

Fixed: DEMA and TEMA, now they have the same results as TradingView ones

Added:

**slope_per_atr(src, lookback, atr_length, stdev_length, stdev_mult, atr_ma_type)**Slope per ATR, it is a slope, that can be used across multiple assetsParameters:

**src**: The Source of slope**lookback**: How many timestaps to look back**atr_length**: The length of the TR smoothing**stdev_length**: The length of the standard deviation, used for detecting outliers**stdev_mult**: The multiplier of the standard deviation, used for detecting outliers**atr_ma_type**: The moving average type used for smoothingReturns: The slope value

**angle(src, lookback, atr_length, stdev_length, stdev_mult, atr_ma_type)**Angle of Slope per ATRParameters:

**src**: The Source of slope**lookback**: How many timestaps to look back**atr_length**: The length of the TR smoothing**stdev_length**: The length of the standard deviation, used for detecting outliers**stdev_mult**: The multiplier of the standard deviation, used for detecting outliers**atr_ma_type**: The moving average type used for smoothingReturns: The slope value

Release Notes:

v8

Fix: anyma DONCHAIN uses src

Fix: anyma DONCHAIN uses src

v9

Added:

Parameters:

Added:

**macd(fast_src, slow_src, fast_ma_type, slow_ma_type, fast_length, slow_length, signal_ma_type, signal_length)**Moving Average Convergence Divergence (MACD)Parameters:

**fast_src**: The source series used by MACD fast**slow_src**: The source series used by MACD slow**fast_ma_type**: The MA type for the MACD**slow_ma_type**: The MA type for the MACD**fast_length**: The fast MA length of the MACD**slow_length**: The slow MA length of the MACD**signal_ma_type**: The MA type for the MACD signal**signal_length**: The signal MA length of the MACD
v10

Added:

Calculate recent swing high and low from Heiken Ashi candle reverse points

Parameters:

Fixed:

Added:

**swinghl(use_ha_candle)**Calculate recent swing high and low from Heiken Ashi candle reverse points

Parameters:

**use_ha_candle**: If true, use HA candle open/close to swing high/low instead of normal high/lowFixed:

- JMA warming period