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Katana Indicators

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Library "KatanaIndicators"

ADF(Lookback, Maximum_Lag, Confidence_Level)
  Parameters:
    Lookback (simple int)
    Maximum_Lag (simple int)
    Confidence_Level (simple string)

AFR(Length, Multiplier)
  Parameters:
    Length (simple int)
    Multiplier (float)

DTS(Length, Complex_Mode)
  Parameters:
    Length (simple int)
    Complex_Mode (bool)

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

GKYZFNLRMA(Type_In_Source, Length, Filter_Multiplier, Filter_Period)
  Parameters:
    Type_In_Source (simple string)
    Length (simple int)
    Filter_Multiplier (float)
    Filter_Period (simple int)

FDIASTSL(Type_In_Source, Length, Speed, Multiplier, Adapt)
  Parameters:
    Type_In_Source (simple string)
    Length (simple int)
    Speed (simple int)
    Multiplier (float)
    Adapt (bool)

KAMATrendFollower(Length)
  Parameters:
    Length (simple int)

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

NormalizedKAMAOsc(Fast_Length, Slow_Length, Efficiency_Ratio_Period, Normalization_Lookback)
  Parameters:
    Fast_Length (simple int)
    Slow_Length (simple int)
    Efficiency_Ratio_Period (simple int)
    Normalization_Lookback (simple int)

NBBP(Length)
  Parameters:
    Length (simple int)

WBBVS(Length, MovingAverage_Length, Type_In_MovingAverage_Type)
  Parameters:
    Length (simple int)
    MovingAverage_Length (simple int)
    Type_In_MovingAverage_Type (simple string)

AdaptiveMACD(Length, Fast_Length, Slow_Length, Signal_Length)
  Parameters:
    Length (simple int)
    Fast_Length (simple int)
    Slow_Length (simple int)
    Signal_Length (simple int)

EnhancedWTOsc(Type_In_Source, Channel_Length, Avg_Length, Smooth_Length)
  Parameters:
    Type_In_Source (simple string)
    Channel_Length (simple int)
    Avg_Length (simple int)
    Smooth_Length (simple int)

TrendMagic(Length)
  Parameters:
    Length (simple int)

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

KijunSenBase(Type_In_Source, Base_Length, MovingAverage_Length)
  Parameters:
    Type_In_Source (simple string)
    Base_Length (simple int)
    MovingAverage_Length (simple int)

SimpleKijunSen(Base_Length)
  Parameters:
    Base_Length (simple int)

RSIAGKYZDEMA(Type_In_Source, RSI_Length, Filter_Multiplier, Filter_Period)
  Parameters:
    Type_In_Source (simple string)
    RSI_Length (simple int)
    Filter_Multiplier (float)
    Filter_Period (simple int)

STCcolor(Length, Fast_Length, Slow_Length, STC_Multiplier)
  Parameters:
    Length (simple int)
    Fast_Length (simple int)
    Slow_Length (simple int)
    STC_Multiplier (float)

STCsimple(Length, Fast_Length, Slow_Length, STC_Multiplier)
  Parameters:
    Length (simple int)
    Fast_Length (simple int)
    Slow_Length (simple int)
    STC_Multiplier (float)

STCcomplex(Length, Fast_Length, Slow_Length, STC_Multiplier)
  Parameters:
    Length (simple int)
    Fast_Length (simple int)
    Slow_Length (simple int)
    STC_Multiplier (float)

SmoothedROC(ROC_Length, Smooth_Length)
  Parameters:
    ROC_Length (simple int)
    Smooth_Length (simple int)

MedianStandardDeviation(Type_In_Source, Length, STDEV_Length)
  Parameters:
    Type_In_Source (simple string)
    Length (simple int)
    STDEV_Length (simple int)

DEMAStandardDeviation(Type_In_Source, DEMA_Length, MovingAverage_Length, STDEV_Length)
  Parameters:
    Type_In_Source (simple string)
    DEMA_Length (simple int)
    MovingAverage_Length (simple int)
    STDEV_Length (simple int)

DoubleSrcStandardDeviation(Type_In_Source, MovingAverage_Length, STDEV_Length)
  Parameters:
    Type_In_Source (simple string)
    MovingAverage_Length (simple int)
    STDEV_Length (simple int)

ALMA(Type_In_Source, Length, HullMA_Length, Offset, Sigma)
  Parameters:
    Type_In_Source (simple string)
    Length (simple int)
    HullMA_Length (simple int)
    Offset (simple float)
    Sigma (simple float)

Stop(Type_In_Source, Length, Multiplier)
  Parameters:
    Type_In_Source (simple string)
    Length (simple int)
    Multiplier (float)

EFI(Length)
  Parameters:
    Length (simple int)

EMA(Length, Type_In_Source, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    Length (simple int)
    Type_In_Source (simple string)
    Type_In_Source_Long (simple string)
    Type_In_Source_Short (simple string)

DSMA(SMA_Length, DSMA_Length, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    SMA_Length (simple int)
    DSMA_Length (simple int)
    Type_In_Source_Long (simple string)
    Type_In_Source_Short (simple string)

MedianMLclose(Length, Type_In_Source, Median_Length)
  Parameters:
    Length (simple int)
    Type_In_Source (simple string)
    Median_Length (simple int)

LSMAatr(Length, Type_In_Source, ATR_Length, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    Length (simple int)
    Type_In_Source (simple string)
    ATR_Length (simple int)
    Type_In_Source_Long (simple string)
    Type_In_Source_Short (simple string)

LSMA(Length)
  Parameters:
    Length (simple int)

ZScore(Source, Lookback)
  Parameters:
    Source (float)
    Lookback (simple int)
Release Notes
v2

Added:
SimpleZScore(Source, Lookback)
  Parameters:
    Source (float)
    Lookback (simple int)

WhiteNoise(Type_In_Source, Noise_Length, Use_Normalization, Normalization_Lookback)
  Parameters:
    Type_In_Source (simple string)
    Noise_Length (simple int)
    Use_Normalization (bool)
    Normalization_Lookback (simple int)

EnhancedLNLTrendSystem(DMI_Length, ATR_Length, EMA_Base_Length, Trend_EMA_Length)
  Parameters:
    DMI_Length (simple int)
    ATR_Length (simple int)
    EMA_Base_Length (simple int)
    Trend_EMA_Length (simple int)

Removed:
ZScore(Source, Lookback)
Release Notes
v3: Changed Type_In_Source from string to float.

Updated:
GKYZFNLRMA(Type_In_Source, Length, Filter_Multiplier, Filter_Period)
  Parameters:
    Type_In_Source (float)
    Length (simple int)
    Filter_Multiplier (float)
    Filter_Period (simple int)

FDIASTSL(Type_In_Source, Length, Speed, Multiplier, Adapt)
  Parameters:
    Type_In_Source (float)
    Length (simple int)
    Speed (simple int)
    Multiplier (float)
    Adapt (bool)

KAMATrendFollower(Length, Trend_Threshold_Percentage, Trend_Threshold_Period, Trend_Smooth)
  Parameters:
    Length (simple int)
    Trend_Threshold_Percentage (float)
    Trend_Threshold_Period (simple int)
    Trend_Smooth (bool)

EnhancedWTOsc(Type_In_Source, Channel_Length, Avg_Length, Smooth_Length)
  Parameters:
    Type_In_Source (float)
    Channel_Length (simple int)
    Avg_Length (simple int)
    Smooth_Length (simple int)

KijunSenBase(Type_In_Source, Base_Length, MovingAverage_Length)
  Parameters:
    Type_In_Source (float)
    Base_Length (simple int)
    MovingAverage_Length (simple int)

RSIAGKYZDEMA(Type_In_Source, RSI_Length, Filter_Multiplier, Filter_Period)
  Parameters:
    Type_In_Source (float)
    RSI_Length (simple int)
    Filter_Multiplier (float)
    Filter_Period (simple int)

MedianStandardDeviation(Type_In_Source, Length, STDEV_Length)
  Parameters:
    Type_In_Source (float)
    Length (simple int)
    STDEV_Length (simple int)

DEMAStandardDeviation(Type_In_Source, DEMA_Length, MovingAverage_Length, STDEV_Length)
  Parameters:
    Type_In_Source (float)
    DEMA_Length (simple int)
    MovingAverage_Length (simple int)
    STDEV_Length (simple int)

DoubleSrcStandardDeviation(Type_In_Source, MovingAverage_Length, STDEV_Length)
  Parameters:
    Type_In_Source (float)
    MovingAverage_Length (simple int)
    STDEV_Length (simple int)

ALMA(Type_In_Source, Length, HullMA_Length, Offset, Sigma)
  Parameters:
    Type_In_Source (float)
    Length (simple int)
    HullMA_Length (simple int)
    Offset (simple float)
    Sigma (simple float)

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

EMA(Length, Type_In_Source, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    Length (simple int)
    Type_In_Source (float)
    Type_In_Source_Long (float)
    Type_In_Source_Short (float)

DSMA(SMA_Length, DSMA_Length, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    SMA_Length (simple int)
    DSMA_Length (simple int)
    Type_In_Source_Long (float)
    Type_In_Source_Short (float)

MedianMLclose(Length, Type_In_Source, Median_Length)
  Parameters:
    Length (simple int)
    Type_In_Source (float)
    Median_Length (simple int)

LSMAatr(Length, Type_In_Source, ATR_Length, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    Length (simple int)
    Type_In_Source (float)
    ATR_Length (simple int)
    Type_In_Source_Long (float)
    Type_In_Source_Short (float)

WhiteNoise(Type_In_Source, Noise_Length, Use_Normalization, Normalization_Lookback)
  Parameters:
    Type_In_Source (float)
    Noise_Length (simple int)
    Use_Normalization (bool)
    Normalization_Lookback (simple int)
Release Notes
v4 LSMA fix
Release Notes
v5
Fix: Kijun Sen Base

Added:
PercentileFromZScore(Z_Score)
  Parameters:
    Z_Score (float)
Release Notes
v6

Added:
ZscoreFromPercentile(Percentile)
  Parameters:
    Percentile (float)
Release Notes
v7

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

LSMAforLoop(Length, A, B)
  Parameters:
    Length (simple int)
    A (simple int)
    B (simple int)

MedianForLoop(Length, A, B, Type_In_Source)
  Parameters:
    Length (simple int)
    A (simple int)
    B (simple int)
    Type_In_Source (float)
Release Notes
v8
Release Notes
v9

Added:
KalmanFilteredRSI(Type_In_Source, Measurement_Noise, Filter_Order, RSI_Length)
  Parameters:
    Type_In_Source (float)
    Measurement_Noise (simple float)
    Filter_Order (simple int)
    RSI_Length (simple int)
Release Notes
v10
Release Notes
v11

Added:
KalmanPriceFilter(Type_In_Source, Measurement_Noise, ATR_Length, ATR_Multiplier)
  Parameters:
    Type_In_Source (float)
    Measurement_Noise (simple float)
    ATR_Length (simple int)
    ATR_Multiplier (simple float)
Release Notes
v12

Added:
RollingLookback()

PerformanceMetrics(Lookback, Annualize)
  Parameters:
    Lookback (int)
    Annualize (bool)
Release Notes
v13

Updated:
RollingLookback(offset)
  Parameters:
    offset (bool)

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.

InvestorUnknown
MATH

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.
MATH

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.

InvestorUnknown

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.