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Aggregation_Library

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Library "Aggregation_Library"

VWMA(Length, Source, Smooth_Vwma, Smooth_Length)
  Parameters:
    Length (simple int)
    Source (float)
    Smooth_Vwma (bool)
    Smooth_Length (simple int)

TrendMagic(CCI_Period, ATR_Multiplier, ATR_Period)
  Parameters:
    CCI_Period (int)
    ATR_Multiplier (int)
    ATR_Period (int)

AggregateMedians(Median_Length, Start_at_Period)
  Parameters:
    Median_Length (int)
    Start_at_Period (int)

Q_Trend(Source, Trend_Period, ATR_Period, ATR_Multiplier)
  Parameters:
    Source (float)
    Trend_Period (int)
    ATR_Period (simple int)
    ATR_Multiplier (float)

ColdMacd(Source, MA_Length, Slow_Length, Signal_Peroid)
  Parameters:
    Source (float)
    MA_Length (simple int)
    Slow_Length (simple int)
    Signal_Peroid (int)

VelocityNorm(Source, Length, Smoothing_Length, Norm_Period)
  Parameters:
    Source (float)
    Length (int)
    Smoothing_Length (int)
    Norm_Period (int)

KamaFama(Length, Source)
  Parameters:
    Length (int)
    Source (float)

KeltnerTrend(Period, Multiplier, Average_True_Range, Source)
  Parameters:
    Period (int)
    Multiplier (float)
    Average_True_Range (bool)
    Source (float)

AFR(Period, Factor)
  Parameters:
    Period (simple int)
    Factor (float)

RsiMomentumTrend(Rsi, Positive_Above, Negative_Below)
  Parameters:
    Rsi (simple int)
    Positive_Above (int)
    Negative_Below (int)

FdiSupertrend(Source, Fractal_Period_Ingest, Speed, Multiplier, Make_It_Adaptive)
  Parameters:
    Source (float)
    Fractal_Period_Ingest (int)
    Speed (int)
    Multiplier (float)
    Make_It_Adaptive (bool)

Trendilo(LSMA_Length, LSMA_Offset, LSMA_Smoother, HMA_Length)
  Parameters:
    LSMA_Length (int)
    LSMA_Offset (simple int)
    LSMA_Smoother (simple int)
    HMA_Length (simple int)

CE(ATR_Period, ATR_Multiplier, Use_Close_Price_for_Extremums)
  Parameters:
    ATR_Period (simple int)
    ATR_Multiplier (float)
    Use_Close_Price_for_Extremums (bool)

Kama(Fast_Period, Slow_Period, Efficiency_Ratio_Period, Normalization_lookback)
  Parameters:
    Fast_Period (simple int)
    Slow_Period (int)
    Efficiency_Ratio_Period (int)
    Normalization_lookback (int)

ZScore(Source, Length)
  Parameters:
    Source (float)
    Length (int)

LazyIndicator(Short_Term_Trend_ATR_Length, Short_Term_Trend_ATR)
  Parameters:
    Short_Term_Trend_ATR_Length (float)
    Short_Term_Trend_ATR (simple int)

VPT(Lookback_Period, Level_Up, Level_Down)
  Parameters:
    Lookback_Period (int)
    Level_Up (int)
    Level_Down (int)

HarmonicTrend(a, b, c, d, e, h, j, k, l, m, n, o, p, r, z)
  Parameters:
    a (int)
    b (simple int)
    c (simple int)
    d (simple int)
    e (simple int)
    h (simple float)
    j (simple float)
    k (simple float)
    l (simple int)
    m (simple int)
    n (simple int)
    o (simple int)
    p (simple int)
    r (simple int)
    z (float)

TVII(Source, Momentum_Length, Smooth_TVI)
  Parameters:
    Source (float)
    Momentum_Length (simple int)
    Smooth_TVI (simple int)

GKYZFNLRMA(Period, Filter_Multiple, Filter_Period, Source)
  Parameters:
    Period (int)
    Filter_Multiple (float)
    Filter_Period (int)
    Source (float)

ELNL(DMI_Length, ATR_Length, Ema_Base, Trend_EMA_Length)
  Parameters:
    DMI_Length (simple int)
    ATR_Length (int)
    Ema_Base (int)
    Trend_EMA_Length (simple int)

QFFTFP(Source, Calculation_Bars, Harmonic_Period, Frequency_Tolerance, Number_of_Bars_to_Render)
  Parameters:
    Source (float)
    Calculation_Bars (int)
    Harmonic_Period (int)
    Frequency_Tolerance (float)
    Number_of_Bars_to_Render (int)

STC(Length, Fast_Length, Slow_Length, STC_Mulitplier)
  Parameters:
    Length (simple int)
    Fast_Length (simple int)
    Slow_Length (simple int)
    STC_Mulitplier (float)

REDKSSA(Source, Combined_Smootness)
  Parameters:
    Source (float)
    Combined_Smootness (int)

SROC(ROC_Length, Smoothing_Length, Source)
  Parameters:
    ROC_Length (int)
    Smoothing_Length (simple int)
    Source (float)

RMITrendSniper(RMI_Length, Positive_Above, Negative_Below)
  Parameters:
    RMI_Length (simple int)
    Positive_Above (int)
    Negative_Below (int)

KijunSenBase(Kijun_Period, MA_Length, MA_Source)
  Parameters:
    Kijun_Period (int)
    MA_Length (int)
    MA_Source (float)

SimpleKijunSenBase(Base_Length)
  Parameters:
    Base_Length (int)

LNL()

MedianStDev(Source, Length, StDev_Length)
  Parameters:
    Source (float)
    Length (int)
    StDev_Length (simple int)

MedianSupertrend(Supertrend_Length, Supertrend_Multiplier, Median_Length)
  Parameters:
    Supertrend_Length (simple int)
    Supertrend_Multiplier (float)
    Median_Length (int)

MedianForLoop(Length, Source, a, b)
  Parameters:
    Length (int)
    Source (float)
    a (int)
    b (int)

DemaSmaStDev(DEMA_Length, DEMA_Source, SMA_Length, SD_Length)
  Parameters:
    DEMA_Length (simple int)
    DEMA_Source (float)
    SMA_Length (int)
    SD_Length (int)

DoublesrcSmaStDev(MA_Source, MA_Length, StDev_Length)
  Parameters:
    MA_Source (float)
    MA_Length (int)
    StDev_Length (int)

ALMA(Source, Entry_Source, WindowSize, Offset, Sigma, HMA_Length)
  Parameters:
    Source (float)
    Entry_Source (float)
    WindowSize (int)
    Offset (simple float)
    Sigma (simple float)
    HMA_Length (simple int)

LSMAforLoop(Length, a, b)
  Parameters:
    Length (int)
    a (int)
    b (int)

Stop(Length, Source, Multiplier)
  Parameters:
    Length (simple int)
    Source (float)
    Multiplier (float)

ElderForceVolumeIndex(Length)
  Parameters:
    Length (simple int)

DSMA(SMA_Length, DMSA_Length)
  Parameters:
    SMA_Length (simple int)
    DMSA_Length (simple int)

MedianMLCloseSrc(DEMA_Length, DEMA_Source, Median_Length)
  Parameters:
    DEMA_Length (simple int)
    DEMA_Source (float)
    Median_Length (int)

LSMA(Length)
  Parameters:
    Length (int)

ViEMA(Length, Source)
  Parameters:
    Length (simple int)
    Source (float)

LSMaATR(Length, Source, ATR_Length)
  Parameters:
    Length (int)
    Source (float)
    ATR_Length (simple int)

KamaTrendFollower(Length, Trend_Threshold_Percentage, Trend_Threshold_Period, Trend_smooth)
  Parameters:
    Length (int)
    Trend_Threshold_Percentage (float)
    Trend_Threshold_Period (int)
    Trend_smooth (bool)

TrendTrader(Length, Multiplier)
  Parameters:
    Length (int)
    Multiplier (int)

BullBearPower(Length)
  Parameters:
    Length (simple int)

WhiteNoise(Source, Noise_Length, Use_Normalization, Normalization_Lookback)
  Parameters:
    Source (float)
    Noise_Length (simple int)
    Use_Normalization (bool)
    Normalization_Lookback (int)

DonchianTrendSignals(Length, Complex_Mode, Close_Mode)
  Parameters:
    Length (int)
    Complex_Mode (bool)
    Close_Mode (bool)

GaussianRibbon(Source, Length, Offset, Sigma)
  Parameters:
    Source (float)
    Length (simple int)
    Offset (simple float)
    Sigma (simple float)

WeightedBullsBearsSmoothed(Length, MA_Length, MovingAverage_Type)
  Parameters:
    Length (int)
    MA_Length (simple int)
    MovingAverage_Type (simple string)

RSIAGKYZDEMA(Source, RSI_Length, Filter_Deviations, Filter_Period)
  Parameters:
    Source (float)
    RSI_Length (simple int)
    Filter_Deviations (float)
    Filter_Period (simple int)

KalmanFilteredRsiOsc(Source, Measurement_Noise, RSI_Length, Filter_Order)
  Parameters:
    Source (float)
    Measurement_Noise (float)
    RSI_Length (simple int)
    Filter_Order (int)

KalmanPriceFilter(Source, Measurement_Noise, Filter_Order)
  Parameters:
    Source (float)
    Measurement_Noise (simple float)
    Filter_Order (int)

KalmanHullSupertrend(Source, Measurement_Noise, ATR_Length, ATR_Multiplier)
  Parameters:
    Source (float)
    Measurement_Noise (float)
    ATR_Length (simple int)
    ATR_Multiplier (float)

EnhancedWaveTrendOsc(Source, Channel_Length, Average_Length, Signal_Length)
  Parameters:
    Source (float)
    Channel_Length (simple int)
    Average_Length (simple int)
    Signal_Length (simple int)

DemaRsiOverlay(Source, DEMA_Length, RSI_Length, Long_Treshold, Short_Treshold)
  Parameters:
    Source (float)
    DEMA_Length (simple int)
    RSI_Length (simple int)
    Long_Treshold (int)
    Short_Treshold (int)

DemaAdjustedATR(DEMA_Length, Source, ATR_Length, ATR_Factor)
  Parameters:
    DEMA_Length (simple int)
    Source (float)
    ATR_Length (simple int)
    ATR_Factor (float)

GaussianPriceFilter(Source, Filter_Length, Standard_Deviation)
  Parameters:
    Source (float)
    Filter_Length (simple int)
    Standard_Deviation (simple float)

ExponWeightedMANormalisedOsc(Length, Source, Normalization_Lookback)
  Parameters:
    Length (int)
    Source (float)
    Normalization_Lookback (int)

VolatilityWMACross(Short_length, Long_length, Source)
  Parameters:
    Short_length (simple int)
    Long_length (simple int)
    Source (float)

BBPCT(BB_Length, Source, Multiplier)
  Parameters:
    BB_Length (simple int)
    Source (float)
    Multiplier (float)

BollingerBands(BB_Length, Multiplier)
  Parameters:
    BB_Length (simple int)
    Multiplier (float)

PSAR(Start, Increment, Maximum)
  Parameters:
    Start (simple float)
    Increment (simple float)
    Maximum (simple float)

SupertrendVPT(VPT_Length, Supertrend_Multiplier, Supertrend_Length)
  Parameters:
    VPT_Length (simple int)
    Supertrend_Multiplier (float)
    Supertrend_Length (simple int)

T3Stripped(Length, T3Hot)
  Parameters:
    Length (int)
    T3Hot (float)

HullSuite(Source, Length, Length_Multiplier)
  Parameters:
    Source (float)
    Length (simple int)
    Length_Multiplier (simple int)

OctupleMA(Source, Length, L)
  Parameters:
    Source (float)
    Length (simple int)
    L (simple int)

RibbonMachineLearning(Short_Period, Long_Period, Neighbours_Count, Long_Sensitivity, Short_Sensitivity)
  Parameters:
    Short_Period (simple int)
    Long_Period (simple int)
    Neighbours_Count (int)
    Long_Sensitivity (float)
    Short_Sensitivity (float)

SupertrendMAs(MA_Length, ATR_Period, ATR_Multiplier)
  Parameters:
    MA_Length (simple int)
    ATR_Period (simple int)
    ATR_Multiplier (int)
Release Notes
v2

Added:
VWMAA(Length, Source, Smooth_Vwma, Smooth_Length)
  Parameters:
    Length (simple int)
    Source (float)
    Smooth_Vwma (bool)
    Smooth_Length (simple int)

Removed:
VWMA(Length, Source, Smooth_Vwma, Smooth_Length)
Release Notes
v3

Updated:
HarmonicTrend(a, b, c, d, e, h, j, k, l, m, n, o, p, r, z)
  Parameters:
    a (int)
    b (simple int)
    c (simple int)
    d (simple int)
    e (simple int)
    h (simple float)
    j (simple float)
    k (simple float)
    l (simple int)
    m (simple int)
    n (simple float)
    o (simple int)
    p (simple int)
    r (simple int)
    z (float)
Release Notes
v4

Updated:
TrendMagic(Period)
  Parameters:
    Period (simple int)

CE(ATR_Period)
  Parameters:
    ATR_Period (simple int)

HarmonicTrend()
Release Notes
v5

Updated:
TrendMagic(CCI_Period, ATR_Multiplier, ATR_Period)
  Parameters:
    CCI_Period (simple int)
    ATR_Multiplier (float)
    ATR_Period (simple int)
Release Notes
v6
Release Notes
v7

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.

korchon
strategies

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.
strategies

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.

korchon

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.