ClassicScott

MyMovingAveragesLibrary

ClassicScott Updated   
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

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 a publication is governed by House Rules.

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.

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