Moving Averages ProxyLibrary "MovingAveragesProxy"
Moving Averages Proxy - Library of all moving averages spread out in different libraries
rvwap(_src, fixedTfInput, minsInput, hoursInput, daysInput, minBarsInput)
Calculates the Rolling VWAP (customized VWAP developed by the team of TradingView)
Parameters:
_src : (float) Source. Default: close
fixedTfInput : (bool) Use a fixed time period. Default: false
minsInput : (int) Minutes. Default: 0
hoursInput : (int) Hours. Default: 0
daysInput : (int) Days. Default: 1
minBarsInput : (int) Bars. Default: 10
Returns: (float) Rolling VWAP
correlationMa(src, len, factor)
Correlation Moving Average
Parameters:
src : (float) Source. Default: close
len : (int) Length
factor : (float) Factor. Default: 1.7
Returns: (float) Correlation Moving Average
regma(src, len, lambda)
Regularized Exponential Moving Average
Parameters:
src : (float) Source. Default: close
len : (int) Length
lambda : (float) Lambda. Default: 0.5
Returns: (float) Regularized Exponential Moving Average
repma(src, len)
Repulsion Moving Average
Parameters:
src : (float) Source. Default: close
len : (int) Length
Returns: (float) Repulsion Moving Average
epma(src, length, offset)
End Point Moving Average
Parameters:
src : (float) Source. Default: close
length : (int) Length
offset : (float) Offset. Default: 4
Returns: (float) End Point Moving Average
lc_lsma(src, length)
1LC-LSMA (1 line code lsma with 3 functions)
Parameters:
src : (float) Source. Default: close
length : (int) Length
Returns: (float) 1LC-LSMA Moving Average
aarma(src, length)
Adaptive Autonomous Recursive Moving Average
Parameters:
src : (float) Source. Default: close
length : (int) Length
Returns: (float) Adaptive Autonomous Recursive Moving Average
alsma(src, length)
Adaptive Least Squares
Parameters:
src : (float) Source. Default: close
length : (int) Length
Returns: (float) Adaptive Least Squares
ahma(src, length)
Ahrens Moving Average
Parameters:
src : (float) Source. Default: close
length : (int) Length
Returns: (float) Ahrens Moving Average
adema(src)
Ahrens Moving Average
Parameters:
src : (float) Source. Default: close
Returns: (float) Moving Average
autol(src, lenDev)
Auto-Line
Parameters:
src : (float) Source. Default: close
lenDev : (int) Length for standard deviation
Returns: (float) Auto-Line
fibowma(src, length)
Fibonacci Weighted Moving Average
Parameters:
src : (float) Source. Default: close
length : (int) Length
Returns: (float) Moving Average
fisherlsma(src, length)
Fisher Least Squares Moving Average
Parameters:
src : (float) Source. Default: close
length : (int) Length
Returns: (float) Moving Average
leoma(src, length)
Leo Moving Average
Parameters:
src : (float) Source. Default: close
length : (int) Length
Returns: (float) Moving Average
linwma(src, period, weight)
Linear Weighted Moving Average
Parameters:
src : (float) Source. Default: close
period : (int) Length
weight : (int) Weight
Returns: (float) Moving Average
mcma(src, length)
McNicholl Moving Average
Parameters:
src : (float) Source. Default: close
length : (int) Length
Returns: (float) Moving Average
srwma(src, length)
Square Root Weighted Moving Average
Parameters:
src : (float) Source. Default: close
length : (int) Length
Returns: (float) Moving Average
EDSMA(src, len)
Ehlers Dynamic Smoothed Moving Average.
Parameters:
src : Series to use ('close' is used if no argument is supplied).
len : Lookback length to use.
Returns: EDSMA smoothing.
dema(x, t)
Double Exponential Moving Average.
Parameters:
x : Series to use ('close' is used if no argument is supplied).
t : Lookback length to use.
Returns: DEMA smoothing.
tema(src, len)
Triple Exponential Moving Average.
Parameters:
src : Series to use ('close' is used if no argument is supplied).
len : Lookback length to use.
Returns: TEMA smoothing.
smma(src, len)
Smoothed Moving Average.
Parameters:
src : Series to use ('close' is used if no argument is supplied).
len : Lookback length to use.
Returns: SMMA smoothing.
hullma(src, len)
Hull Moving Average.
Parameters:
src : Series to use ('close' is used if no argument is supplied).
len : Lookback length to use.
Returns: Hull smoothing.
frama(x, t)
Fractal Reactive Moving Average.
Parameters:
x : Series to use ('close' is used if no argument is supplied).
t : Lookback length to use.
Returns: FRAMA smoothing.
kama(x, t)
Kaufman's Adaptive Moving Average.
Parameters:
x : Series to use ('close' is used if no argument is supplied).
t : Lookback length to use.
Returns: KAMA smoothing.
vama(src, len)
Volatility Adjusted Moving Average.
Parameters:
src : Series to use ('close' is used if no argument is supplied).
len : Lookback length to use.
Returns: VAMA smoothing.
donchian(len)
Donchian Calculation.
Parameters:
len : Lookback length to use.
Returns: Average of the highest price and the lowest price for the specified look-back period.
Jurik(src, len)
Jurik Moving Average.
Parameters:
src : Series to use ('close' is used if no argument is supplied).
len : Lookback length to use.
Returns: JMA smoothing.
xema(src, len)
Optimized Exponential Moving Average.
Parameters:
src : Series to use ('close' is used if no argument is supplied).
len : Lookback length to use.
Returns: XEMA smoothing.
ehma(src, len)
EHMA - Exponential Hull Moving Average
Parameters:
src : Source
len : Period
Returns: Exponential Hull Moving Average (EHMA)
covwema(src, len)
Coefficient of Variation Weighted Exponential Moving Average (COVWEMA)
Parameters:
src : Source
len : Period
Returns: Coefficient of Variation Weighted Exponential Moving Average (COVWEMA)
covwma(src, len)
Coefficient of Variation Weighted Moving Average (COVWMA)
Parameters:
src : Source
len : Period
Returns: Coefficient of Variation Weighted Moving Average (COVWMA)
eframa(src, len, FC, SC)
Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA)
Parameters:
src : Source
len : Period
FC : Lower Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average
SC : Upper Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average
Returns: Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA)
etma(src, len)
Exponential Triangular Moving Average (ETMA)
Parameters:
src : Source
len : Period
Returns: Exponential Triangular Moving Average (ETMA)
rma(src, len)
RMA - RSI Moving average
Parameters:
src : Source
len : Period
Returns: RSI Moving average (RMA)
thma(src, len)
THMA - Triple Hull Moving Average
Parameters:
src : Source
len : Period
Returns: Triple Hull Moving Average (THMA)
vidya(src, len)
Variable Index Dynamic Average (VIDYA)
Parameters:
src : Source
len : Period
Returns: Variable Index Dynamic Average (VIDYA)
zsma(src, len)
Zero-Lag Simple Moving Average (ZSMA)
Parameters:
src : Source
len : Period
Returns: Zero-Lag Simple Moving Average (ZSMA)
zema(src, len)
Zero-Lag Exponential Moving Average (ZEMA)
Parameters:
src : Source
len : Period
Returns: Zero-Lag Exponential Moving Average (ZEMA)
evwma(src, len)
EVWMA - Elastic Volume Weighted Moving Average
Parameters:
src : Source
len : Period
Returns: Elastic Volume Weighted Moving Average (EVWMA)
tt3(src, len, a1_t3)
Tillson T3
Parameters:
src : Source
len : Period
a1_t3 : Tillson T3 Volume Factor
Returns: Tillson T3
gma(src, len)
GMA - Geometric Moving Average
Parameters:
src : Source
len : Period
Returns: Geometric Moving Average (GMA)
wwma(src, len)
WWMA - Welles Wilder Moving Average
Parameters:
src : Source
len : Period
Returns: Welles Wilder Moving Average (WWMA)
cma(src, len)
Corrective Moving average (CMA)
Parameters:
src : Source
len : Period
Returns: Corrective Moving average (CMA)
edma(src, len)
Exponentially Deviating Moving Average (MZ EDMA)
Parameters:
src : Source
len : Period
Returns: Exponentially Deviating Moving Average (MZ EDMA)
rema(src, len)
Range EMA (REMA)
Parameters:
src : Source
len : Period
Returns: Range EMA (REMA)
sw_ma(src, len)
Sine-Weighted Moving Average (SW-MA)
Parameters:
src : Source
len : Period
Returns: Sine-Weighted Moving Average (SW-MA)
mama(src, len)
MAMA - MESA Adaptive Moving Average
Parameters:
src : Source
len : Period
Returns: MESA Adaptive Moving Average (MAMA)
fama(src, len)
FAMA - Following Adaptive Moving Average
Parameters:
src : Source
len : Period
Returns: Following Adaptive Moving Average (FAMA)
hkama(src, len)
HKAMA - Hilbert based Kaufman's Adaptive Moving Average
Parameters:
src : Source
len : Period
Returns: Hilbert based Kaufman's Adaptive Moving Average (HKAMA)
getMovingAverage(type, src, len, lsmaOffset, inputAlmaOffset, inputAlmaSigma, FC, SC, a1_t3, fixedTfInput, daysInput, hoursInput, minsInput, minBarsInput, lambda, volumeWeighted, gamma_aarma, smooth, linweight, volatility_lookback, jurik_phase, jurik_power)
Abstract proxy function that invokes the calculation of a moving average according to type
Parameters:
type : (string) Type of moving average
src : (float) Source of series (close, high, low, etc.)
len : (int) Period of loopback to calculate the average
lsmaOffset : (int) Offset for Least Squares MA
inputAlmaOffset : (float) Offset for ALMA
inputAlmaSigma : (float) Sigma for ALMA
FC : (int) Lower Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average
SC : (int) Upper Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average
a1_t3 : (float) Tillson T3 Volume Factor
fixedTfInput : (bool) Use a fixed time period in Rolling VWAP
daysInput : (int) Days in Rolling VWAP
hoursInput : (int) Hours in Rolling VWAP
minsInput : (int) Minutrs in Rolling VWAP
minBarsInput : (int) Bars in Rolling VWAP
lambda : (float) Regularization Constant in Regularized EMA
volumeWeighted : (bool) Apply volume weighted calculation in selected moving average
gamma_aarma : (float) Gamma for Adaptive Autonomous Recursive Moving Average
smooth : (float) Smooth for Adaptive Least Squares
linweight : (float) Weight for Volume Weighted Moving Average
volatility_lookback : (int) Loopback for Volatility Adjusted Moving Average
jurik_phase : (int) Phase for Jurik Moving Average
jurik_power : (int) Power for Jurik Moving Average
Returns: (float) Moving average
Techindicator
TALibrary "TA"
General technical analysis functions
div_bull(pS, iS, cp_length_after, cp_length_before, pivot_length, lookback, no_broken, pW, iW, hidW, regW)
Test for bullish divergence
Parameters:
pS : Price series (float)
iS : Indicator series (float)
cp_length_after : Bars after current (divergent) pivot low to be considered a valid pivot (optional int)
cp_length_before : Bars before current (divergent) pivot low to be considered a valid pivot (optional int)
pivot_length : Bars before and after prior pivot low to be considered valid pivot (optional int)
lookback : Bars back to search for prior pivot low (optional int)
no_broken : Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)
pW : Weight of change in price, used in degree of divergence calculation (optional float)
iW : Weight of change in indicator, used in degree of divergence calculation (optional float)
hidW : Weight of hidden divergence, used in degree of divergence calculation (optional float)
regW : Weight of regular divergence, used in degree of divergence calculation (optional float)
Returns:
flag = true if divergence exists (bool)
degree = degree (strength) of divergence (float)
type = 1 = regular, 2 = hidden (int)
lx1 = x coordinate 1 (int)
ly1 = y coordinate 1 (float)
lx2 = x coordinate 2 (int)
ly2 = y coordinate 2 (float)
div_bear(pS, iS, cp_length_after, cp_length_before, pivot_length, lookback, no_broken, pW, iW, hidW, regW)
Test for bearish divergence
Parameters:
pS : Price series (float)
iS : Indicator series (float)
cp_length_after : Bars after current (divergent) pivot high to be considered a valid pivot (optional int)
cp_length_before : Bars before current (divergent) pivot highto be considered a valid pivot (optional int)
pivot_length : Bars before and after prior pivot high to be considered valid pivot (optional int)
lookback : Bars back to search for prior pivot high (optional int)
no_broken : Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)
pW : Weight of change in price, used in degree of divergence calculation (optional float)
iW : Weight of change in indicator, used in degree of divergence calculation (optional float)
hidW : Weight of hidden divergence, used in degree of divergence calculation (optional float)
regW : Weight of regular divergence, used in degree of divergence calculation (optional float)
Returns:
flag = true if divergence exists (bool)
degree = degree (strength) of divergence (float)
type = 1 = regular, 2 = hidden (int)
lx1 = x coordinate 1 (int)
ly1 = y coordinate 1 (float)
lx2 = x coordinate 2 (int)
ly2 = y coordinate 2 (float)
KlintLibraryLibrary "KlintLibrary"
GetDecimals()
this is my library, for my own use
thanks for reading
Tosch Stacked EMAs (Fibonacci)Library "Tosch_Stacked_EMAs (Fibonacci)"
stacked()
Returns true if all EMAs are stacked, either way.
bullish()
Returns true if the EMAs are stacked bullish, false otherwise
emas()
Returns the EMA values for lengths 5, 8, 13, 21, 34, 55, 89
Chaikin Money Flow - LibraryLibrary "Chaikin Money Flow"
cmf()
Developed by Marc Chaikin, Chaikin Money Flow measures the amount of Money Flow Volume over a specific period.
Money Flow Volume forms the basis for the Accumulation Distribution Line. Instead of a cumulative total of
Money Flow Volume, Chaikin Money Flow simply sums Money Flow Volume for a specific look-back period, typically
20 or 21 days. The resulting indicator fluctuates above/below the zero line just like an oscillator. Chartists
weigh the balance of buying or selling pressure with the absolute level of Chaikin Money Flow. Chartists can
also look for crosses above or below the zero line to identify changes on money flow.
The Accumulation Distribution Line was developed by Marc Chaikin to measure the cumulative flow of money into and
out of an index or security. The Accumulation/Distribution Line can be compared to the OBV (On Balance Volume),
which adds or subtracts volume depending on the closing price. Marc Chaikin chose a different approach, instead
of relying on the closing price, he used CLV (Close Location Value).
Demand IndexLibrary "DemandIndex"
di()
The Demand Index is a complex technical indicator that uses price and volume to assess buying and selling pressure affecting a security.
James Sibbet established six rules for using Demand Index when the technical indicator was originally published. While traders may use variations of these rules, they serve as a great baseline for using the indicator in practice.
The six rules are as follows:
A divergence between the Demand Index and price is a bearish indication.
Prices often rally to new highs following an extreme peak in the Demand Index.
Higher prices with a low Demand Index often indicate a top in the market.
The Demand Index moving through the zero line suggests a change in trend.
The Demand Index remaining near the zero line indicates weak price movement that won’t last long.
A long-term divergence between the Demand Index and price predicts a major top or bottom.
Traders should use the Demand Index in conjunction with other technical indicators and chart patterns to maximize their odds of success.
L_Index_4khansoloLibrary "L_Index_4khansolo"
countrySelect()
colorPositron()
indexName()
indexRSI()
maRSI()
colorRSIfull()
rsiColor()
rsiFillColor()
rsiCompartments()
fiatIndexer()
colorMACD()
indexMACD()
colour()
BoxLine_LibLibrary "BoxLine_Lib"
personal Library for line and box built in functions
lineXY(x)
get x1,y1,x2,y2 in a tuple
Parameters:
x : TODO: line
Returns: tuple of x1,y1,x2,y2
line(x)
Create line with only the y1 value(when line == na) or all
when line != na set x1,y1,x2,y2 individually just 1 or all
- use just the line value to set the x2 to current bar or time will set to time
- will auto pick xloc.bar_index or xloc.bar_time if not used
Parameters:
x : (line line,int x1,float y1,int x2,float y2,
string xloc,string extend,color color,string style,int width)
Returns: Line
boxXY(x)
get left,top,right,bottom in a tuple
Parameters:
x : box
Returns: tuple of left,top,right,bottom
box(x)
Create line with only the top,bottom value(when line == na) or all
when box != na set left,top,right,bottom individually just 1 or all
- use just the box value to set the right to current bar or time will set to time
- if right is above a number that a bar_index wouldnt be
Parameters:
x : box box,int left,float top,int right,
float bottom,color border_color, int border_width,
string border_style,string extend,string xloc,
color bgcolor,string text,string text_size, color text_color,
string text_halign,string text_valign,string text_wrap)
Returns: TODO: Box
DegreeALineLibrary "DegreeALine"
TODO: add library description here
Degree(x1, y1, x2, y2)
TODO: add function description here
Parameters:
x1 : First X coordinate of a line, index of the bar where the line starts.
y1 : First Y coordinate of a line, price on the price scale.
x2 : Second X coordinate of a line, index of the bar where the line ends.
y2 : Second Y coordinate of a line, price on the price scale.
Returns: Degree Of Line
lib_hlmLibrary "lib_hlm"
Ichimoku trend line and plotting tools.
HLM(Period)
Optionless Ichimoku/Donchian trend line calculation.
Parameters:
Period : The period for the trend line calculation.
Returns: The midpoint of the highest high and the lowest low.
HLM_Offset(offset, currentIsZero, intoPast)
Standardized language for plotting offsets.
Parameters:
offset : The offset number to use.
currentIsZero : `true` for ichimoku counting. `false` for natural language
intoPast : `true` if projecting backwards. `false` if projecting forwards.
Returns: The offset adjusted by counting style and direction.
TK()
Calculates the Ichimoku Tenkan and Kijun lines.
Returns: {tenkan, kijun}
SenkouSpans(period_1, period_2, period_3)
Calculates the Ichimoku Senkou Span A and Senkou Span B values.
Parameters:
period_1 : default=9
period_2 : default=26
period_3 : default=52
Returns: {senkou_a, senkou_b}
Ichimoku_Cloud(period_1, period_2, period_3)
Calculate the Ichimoku cloud value and offsets.
Parameters:
period_1 : default=9
period_2 : default=26
period_3 : default=52
Returns: {senkou_a, senkou_b, cloud_offset}
Chikou_Span()
Gets the chikou span and offsets.
Returns: {chikou, chikou_offset}
Ichimoku(enabled)
Get the values for the full, default Ichimoku system, including plotting offsets. Common toggle for all values.
Parameters:
enabled : `true` will return plottable values. `false` will return only na's (turns off plotting).
Returns: {tenkan, kijun, senkou_a, senkou_b, cloud_offset, chikou, chikou_offset}
Ichimoku_Line_Colors()
Get a set of colors with a common transparency for Ichimoku.
Returns: {tenkan_color, kijun_color, senkou_a_color, senkou_b_color, chikou_color}
Ichimoku_Cloud_Color()
Determines the cloud color and applies transparency (Ichimoku).
Returns: the dominant lines color with applied transparency
Ichimoku_Colors()
Gets a full set of default ichimoku colors with cloud color based on the input senkou values.
Returns: {tenkan_color, kijun_color, senkou_a_color, senkou_b_color, chikou_color, cloud_color}
SAT_LIBLibrary "SAT_LIB"
TODO: This library regroups indicator's functions and functions i use a lot
getRENKOLEVELS(upColor1, dnColor1, HIGH, LOW, ATR)
TODO: RenkoLevels indicator by Mongolor function
Parameters:
upColor1 : TODO: (Type: color) renko up color
dnColor1 : TODO: (Type: color) renko down color
HIGH : TODO: (Type: float)
LOW : TODO: (Type: float)
ATR : TODO: (Type: float)
Returns: TODO: Renkolevels
TR_HighLow_LibLibrary "TR_HighLow_Lib"
TODO: add library description here
ShowLabel(_Text, _X, _Y, _Style, _Size, _Yloc, _Color)
TODO: Function to display labels
Parameters:
_Text : TODO: text (series string) Label text.
_X : TODO: x (series int) Bar index.
_Y : TODO: y (series int/float) Price of the label position.
_Style : TODO: style (series string) Label style.
_Size : TODO: size (series string) Label size.
_Yloc : TODO: yloc (series string) Possible values are yloc.price, yloc.abovebar, yloc.belowbar.
_Color : TODO: color (series color) Color of the label border and arrow
Returns: TODO: No return values
GetColor(_Index)
TODO: Function to take out 12 colors in order
Parameters:
_Index : TODO: color number.
Returns: TODO: color code
Tbl_position(_Pos)
TODO: Table display position function
Parameters:
_Pos : TODO: position.
Returns: TODO: Table position
DeleteLine()
TODO: Delete Line
Parameters:
: TODO: No parameter
Returns: TODO: No return value
DeleteLabel()
TODO: Delete Label
Parameters:
: TODO: No parameter
Returns: TODO: No return value
ZigZag(_a_PHiLo, _a_IHiLo, _a_FHiLo, _a_DHiLo, _Histories, _Provisional_PHiLo, _Provisional_IHiLo, _Color1, _Width1, _Color2, _Width2, _ShowLabel, _ShowHighLowBar, _HighLowBarWidth, _HighLow_LabelSize)
TODO: Draw a zig-zag line.
Parameters:
_a_PHiLo : TODO: High-Low price array
_a_IHiLo : TODO: High-Low INDEX array
_a_FHiLo : TODO: High-Low flag array sequence 1:High 2:Low
_a_DHiLo : TODO: High-Low Price Differential Array
_Histories : TODO: Array size (High-Low length)
_Provisional_PHiLo : TODO: Provisional High-Low Price
_Provisional_IHiLo : TODO: Provisional High-Low INDEX
_Color1 : TODO: Normal High-Low color
_Width1 : TODO: Normal High-Low width
_Color2 : TODO: Provisional High-Low color
_Width2 : TODO: Provisional High-Low width
_ShowLabel : TODO: Label display flag True: Displayed False: Not displayed
_ShowHighLowBar : TODO: High-Low bar display flag True:Show False:Hide
_HighLowBarWidth : TODO: High-Low bar width
_HighLow_LabelSize : TODO: Label Size
Returns: TODO: No return value
TrendLine(_a_PHiLo, _a_IHiLo, _Histories, _MultiLine, _StartWidth, _EndWidth, _IncreWidth, _StartTrans, _EndTrans, _IncreTrans, _ColorMode, _Color1_1, _Color1_2, _Color2_1, _Color2_2, _Top_High, _Top_Low, _Bottom_High, _Bottom_Low)
TODO: Draw a Trend Line
Parameters:
_a_PHiLo : TODO: High-Low price array
_a_IHiLo : TODO: High-Low INDEX array
_Histories : TODO: Array size (High-Low length)
_MultiLine : TODO: Draw a multiple Line.
_StartWidth : TODO: Line width start value
_EndWidth : TODO: Line width end value
_IncreWidth : TODO: Line width increment value
_StartTrans : TODO: Transparent rate start value
_EndTrans : TODO: Transparent rate finally
_IncreTrans : TODO: Transparent rate increase value
_ColorMode : TODO: 0:Nomal 1:Gradation
_Color1_1 : TODO: Gradation Color 1_1
_Color1_2 : TODO: Gradation Color 1_2
_Color2_1 : TODO: Gradation Color 2_1
_Color2_2 : TODO: Gradation Color 2_2
_Top_High : TODO: _Top_High Value for Gradation
_Top_Low : TODO: _Top_Low Value for Gradation
_Bottom_High : TODO: _Bottom_High Value for Gradation
_Bottom_Low : TODO: _Bottom_Low Value for Gradation
Returns: TODO: No return value
Fibonacci(_a_Fibonacci, _a_PHiLo, _Provisional_PHiLo, _Index, _FrontMargin, _BackMargin)
TODO: Draw a Fibonacci line
Parameters:
_a_Fibonacci : TODO: Fibonacci Percentage Array
_a_PHiLo : TODO: High-Low price array
_Provisional_PHiLo : TODO: Provisional High-Low price (when _Index is 0)
_Index : TODO: Where to draw the Fibonacci line
_FrontMargin : TODO: Fibonacci line front-margin
_BackMargin : TODO: Fibonacci line back-margin
Returns: TODO: No return value
Fibonacci(_a_Fibonacci, _a_PHiLo, _Provisional_PHiLo, _Index1, _FrontMargin1, _BackMargin1, _Transparent1, _Index2, _FrontMargin2, _BackMargin2, _Transparent2)
TODO: Draw a Fibonacci line
Parameters:
_a_Fibonacci : TODO: Fibonacci Percentage Array
_a_PHiLo : TODO: High-Low price array
_Provisional_PHiLo : TODO: Provisional High-Low price (when _Index is 0)
_Index1 : TODO: Where to draw the Fibonacci line 1
_FrontMargin1 : TODO: Fibonacci line front-margin 1
_BackMargin1 : TODO: Fibonacci line back-margin 1
_Transparent1 : TODO: Transparent rate 1
_Index2 : TODO: Where to draw the Fibonacci line 2
_FrontMargin2 : TODO: Fibonacci line front-margin 2
_BackMargin2 : TODO: Fibonacci line back-margin 2
_Transparent2 : TODO: Transparent rate 2
Returns: TODO: No return value
High_Low_Judgment(_Length, _Extension, _Difference)
TODO: Judges High-Low
Parameters:
_Length : TODO: High-Low Confirmation Length
_Extension : TODO: Length of extension when the difference did not open
_Difference : TODO: Difference size
Returns: TODO: _HiLo=High-Low flag 0:Neither high nor low、1:High、2:Low、3:High-Low
_PHi=high price、_PLo=low price、_IHi=High Price Index、_ILo=Low Price Index、
_Cnt=count、_ECnt=Extension count、
_DiffHi=Difference from Start(High)、_DiffLo=Difference from Start(Low)、
_StartHi=Start value(High)、_StartLo=Start value(Low)
High_Low_Data_AddedAndUpdated(_HiLo, _Histories, _PHi, _PLo, _IHi, _ILo, _DiffHi, _DiffLo, _a_PHiLo, _a_IHiLo, _a_FHiLo, _a_DHiLo)
TODO: Adds and updates High-Low related arrays from given parameters
Parameters:
_HiLo : TODO: High-Low flag
_Histories : TODO: Array size (High-Low length)
_PHi : TODO: Price Hi
_PLo : TODO: Price Lo
_IHi : TODO: Index Hi
_ILo : TODO: Index Lo
_DiffHi : TODO: Difference in High
_DiffLo : TODO: Difference in Low
_a_PHiLo : TODO: High-Low price array
_a_IHiLo : TODO: High-Low INDEX array
_a_FHiLo : TODO: High-Low flag array 1:High 2:Low
_a_DHiLo : TODO: High-Low Price Differential Array
Returns: TODO: _PHiLo price array、_IHiLo indexed array、_FHiLo flag array、_DHiLo price-matching array、
Provisional_PHiLo Provisional price、Provisional_IHiLo 暫定インデックス
High_Low(_a_PHiLo, _a_IHiLo, _a_FHiLo, _a_DHiLo, _a_Fibonacci, _Length, _Extension, _Difference, _Histories, _ShowZigZag, _ZigZagColor1, _ZigZagWidth1, _ZigZagColor2, _ZigZagWidth2, _ShowZigZagLabel, _ShowHighLowBar, _ShowTrendLine, _TrendMultiLine, _TrendStartWidth, _TrendEndWidth, _TrendIncreWidth, _TrendStartTrans, _TrendEndTrans, _TrendIncreTrans, _TrendColorMode, _TrendColor1_1, _TrendColor1_2, _TrendColor2_1, _TrendColor2_2, _ShowFibonacci1, _FibIndex1, _FibFrontMargin1, _FibBackMargin1, _FibTransparent1, _ShowFibonacci2, _FibIndex2, _FibFrontMargin2, _FibBackMargin2, _FibTransparent2, _ShowInfoTable1, _TablePosition1, _ShowInfoTable2, _TablePosition2)
TODO: Draw the contents of the High-Low array.
Parameters:
_a_PHiLo : TODO: High-Low price array
_a_IHiLo : TODO: High-Low INDEX array
_a_FHiLo : TODO: High-Low flag sequence 1:High 2:Low
_a_DHiLo : TODO: High-Low Price Differential Array
_a_Fibonacci : TODO: Fibonacci Gnar Matching
_Length : TODO: Length of confirmation
_Extension : TODO: Extension Length of extension when the difference did not open
_Difference : TODO: Difference size
_Histories : TODO: High-Low Length
_ShowZigZag : TODO: ZigZag Display
_ZigZagColor1 : TODO: Colors of ZigZag1
_ZigZagWidth1 : TODO: Width of ZigZag1
_ZigZagColor2 : TODO: Colors of ZigZag2
_ZigZagWidth2 : TODO: Width of ZigZag2
_ShowZigZagLabel : TODO: ZigZagLabel Display
_ShowHighLowBar : TODO: High-Low Bar Display
_ShowTrendLine : TODO: Trend Line Display
_TrendMultiLine : TODO: Trend Multi Line Display
_TrendStartWidth : TODO: Line width start value
_TrendEndWidth : TODO: Line width end value
_TrendIncreWidth : TODO: Line width increment value
_TrendStartTrans : TODO: Starting transmittance value
_TrendEndTrans : TODO: Transmittance End Value
_TrendIncreTrans : TODO: Increased transmittance value
_TrendColorMode : TODO: color mode
_TrendColor1_1 : TODO: Trend Color 1_1
_TrendColor1_2 : TODO: Trend Color 1_2
_TrendColor2_1 : TODO: Trend Color 2_1
_TrendColor2_2 : TODO: Trend Color 2_2
_ShowFibonacci1 : TODO: Fibonacci1 Display
_FibIndex1 : TODO: Fibonacci1 Index No.
_FibFrontMargin1 : TODO: Fibonacci1 Front margin
_FibBackMargin1 : TODO: Fibonacci1 Back Margin
_FibTransparent1 : TODO: Fibonacci1 Transmittance
_ShowFibonacci2 : TODO: Fibonacci2 Display
_FibIndex2 : TODO: Fibonacci2 Index No.
_FibFrontMargin2 : TODO: Fibonacci2 Front margin
_FibBackMargin2 : TODO: Fibonacci2 Back Margin
_FibTransparent2 : TODO: Fibonacci2 Transmittance
_ShowInfoTable1 : TODO: InfoTable1 Display
_TablePosition1 : TODO: InfoTable1 position
_ShowInfoTable2 : TODO: InfoTable2 Display
_TablePosition2 : TODO: InfoTable2 position
Returns: TODO: 無し
TR_HighLowLibrary "TR_HighLow"
TODO: add library description here
ShowLabel(_Text, _X, _Y, _Style, _Size, _Yloc, _Color)
TODO: Function to display labels
Parameters:
_Text : TODO: text (series string) Label text.
_X : TODO: x (series int) Bar index.
_Y : TODO: y (series int/float) Price of the label position.
_Style : TODO: style (series string) Label style.
_Size : TODO: size (series string) Label size.
_Yloc : TODO: yloc (series string) Possible values are yloc.price, yloc.abovebar, yloc.belowbar.
_Color : TODO: color (series color) Color of the label border and arrow
Returns: TODO: No return values
GetColor(_Index)
TODO: Function to take out 12 colors in order
Parameters:
_Index : TODO: color number.
Returns: TODO: color code
Tbl_position(_Pos)
TODO: Table display position function
Parameters:
_Pos : TODO: position.
Returns: TODO: Table position
DeleteLine()
TODO: Delete Line
Parameters:
: TODO: No parameter
Returns: TODO: No return value
DeleteLabel()
TODO: Delete Label
Parameters:
: TODO: No parameter
Returns: TODO: No return value
ZigZag(_a_PHiLo, _a_IHiLo, _a_FHiLo, _a_DHiLo, _Histories, _Provisional_PHiLo, _Provisional_IHiLo, _Color1, _Width1, _Color2, _Width2, _ShowLabel, _ShowHighLowBar, _HighLowBarWidth, _HighLow_LabelSize)
TODO: Draw a zig-zag line.
Parameters:
_a_PHiLo : TODO: High-Low price array
_a_IHiLo : TODO: High-Low INDEX array
_a_FHiLo : TODO: High-Low flag array sequence 1:High 2:Low
_a_DHiLo : TODO: High-Low Price Differential Array
_Histories : TODO: Array size (High-Low length)
_Provisional_PHiLo : TODO: Provisional High-Low Price
_Provisional_IHiLo : TODO: Provisional High-Low INDEX
_Color1 : TODO: Normal High-Low color
_Width1 : TODO: Normal High-Low width
_Color2 : TODO: Provisional High-Low color
_Width2 : TODO: Provisional High-Low width
_ShowLabel : TODO: Label display flag True: Displayed False: Not displayed
_ShowHighLowBar : TODO: High-Low bar display flag True:Show False:Hide
_HighLowBarWidth : TODO: High-Low bar width
_HighLow_LabelSize : TODO: Label Size
Returns: TODO: No return value
TrendLine(_a_PHiLo, _a_IHiLo, _Histories, _MultiLine, _StartWidth, _EndWidth, _IncreWidth, _StartTrans, _EndTrans, _IncreTrans, _ColorMode, _Color1_1, _Color1_2, _Color2_1, _Color2_2, _Top_High, _Top_Low, _Bottom_High, _Bottom_Low)
TODO: Draw a Trend Line
Parameters:
_a_PHiLo : TODO: High-Low price array
_a_IHiLo : TODO: High-Low INDEX array
_Histories : TODO: Array size (High-Low length)
_MultiLine : TODO: Draw a multiple Line.
_StartWidth : TODO: Line width start value
_EndWidth : TODO: Line width end value
_IncreWidth : TODO: Line width increment value
_StartTrans : TODO: Transparent rate start value
_EndTrans : TODO: Transparent rate finally
_IncreTrans : TODO: Transparent rate increase value
_ColorMode : TODO: 0:Nomal 1:Gradation
_Color1_1 : TODO: Gradation Color 1_1
_Color1_2 : TODO: Gradation Color 1_2
_Color2_1 : TODO: Gradation Color 2_1
_Color2_2 : TODO: Gradation Color 2_2
_Top_High : TODO: _Top_High Value for Gradation
_Top_Low : TODO: _Top_Low Value for Gradation
_Bottom_High : TODO: _Bottom_High Value for Gradation
_Bottom_Low : TODO: _Bottom_Low Value for Gradation
Returns: TODO: No return value
Fibonacci(_a_Fibonacci, _a_PHiLo, _Provisional_PHiLo, _Index, _FrontMargin, _BackMargin)
TODO: Draw a Fibonacci line
Parameters:
_a_Fibonacci : TODO: Fibonacci Percentage Array
_a_PHiLo : TODO: High-Low price array
_Provisional_PHiLo : TODO: Provisional High-Low price (when _Index is 0)
_Index : TODO: Where to draw the Fibonacci line
_FrontMargin : TODO: Fibonacci line front-margin
_BackMargin : TODO: Fibonacci line back-margin
Returns: TODO: No return value
Fibonacci(_a_Fibonacci, _a_PHiLo, _Provisional_PHiLo, _Index1, _FrontMargin1, _BackMargin1, _Transparent1, _Index2, _FrontMargin2, _BackMargin2, _Transparent2)
TODO: Draw a Fibonacci line
Parameters:
_a_Fibonacci : TODO: Fibonacci Percentage Array
_a_PHiLo : TODO: High-Low price array
_Provisional_PHiLo : TODO: Provisional High-Low price (when _Index is 0)
_Index1 : TODO: Where to draw the Fibonacci line 1
_FrontMargin1 : TODO: Fibonacci line front-margin 1
_BackMargin1 : TODO: Fibonacci line back-margin 1
_Transparent1 : TODO: Transparent rate 1
_Index2 : TODO: Where to draw the Fibonacci line 2
_FrontMargin2 : TODO: Fibonacci line front-margin 2
_BackMargin2 : TODO: Fibonacci line back-margin 2
_Transparent2 : TODO: Transparent rate 2
Returns: TODO: No return value
High_Low_Judgment(_Length, _Extension, _Difference)
TODO: Judges High-Low
Parameters:
_Length : TODO: High-Low Confirmation Length
_Extension : TODO: Length of extension when the difference did not open
_Difference : TODO: Difference size
Returns: TODO: _HiLo=High-Low flag 0:Neither high nor low、1:High、2:Low、3:High-Low
_PHi=high price、_PLo=low price、_IHi=High Price Index、_ILo=Low Price Index、
_Cnt=count、_ECnt=Extension count、
_DiffHi=Difference from Start(High)、_DiffLo=Difference from Start(Low)、
_StartHi=Start value(High)、_StartLo=Start value(Low)
High_Low_Data_AddedAndUpdated(_HiLo, _Histories, _PHi, _PLo, _IHi, _ILo, _DiffHi, _DiffLo, _a_PHiLo, _a_IHiLo, _a_FHiLo, _a_DHiLo)
TODO: Adds and updates High-Low related arrays from given parameters
Parameters:
_HiLo : TODO: High-Low flag
_Histories : TODO: Array size (High-Low length)
_PHi : TODO: Price Hi
_PLo : TODO: Price Lo
_IHi : TODO: Index Hi
_ILo : TODO: Index Lo
_DiffHi : TODO: Difference in High
_DiffLo : TODO: Difference in Low
_a_PHiLo : TODO: High-Low price array
_a_IHiLo : TODO: High-Low INDEX array
_a_FHiLo : TODO: High-Low flag array 1:High 2:Low
_a_DHiLo : TODO: High-Low Price Differential Array
Returns: TODO: _PHiLo price array、_IHiLo indexed array、_FHiLo flag array、_DHiLo price-matching array、
Provisional_PHiLo Provisional price、Provisional_IHiLo 暫定インデックス
High_Low(_a_PHiLo, _a_IHiLo, _a_FHiLo, _a_DHiLo, _a_Fibonacci, _Length, _Extension, _Difference, _Histories, _ShowZigZag, _ZigZagColor1, _ZigZagWidth1, _ZigZagColor2, _ZigZagWidth2, _ShowZigZagLabel, _ShowHighLowBar, _ShowTrendLine, _TrendMultiLine, _TrendStartWidth, _TrendEndWidth, _TrendIncreWidth, _TrendStartTrans, _TrendEndTrans, _TrendIncreTrans, _TrendColorMode, _TrendColor1_1, _TrendColor1_2, _TrendColor2_1, _TrendColor2_2, _ShowFibonacci1, _FibIndex1, _FibFrontMargin1, _FibBackMargin1, _FibTransparent1, _ShowFibonacci2, _FibIndex2, _FibFrontMargin2, _FibBackMargin2, _FibTransparent2, _ShowInfoTable1, _TablePosition1, _ShowInfoTable2, _TablePosition2)
TODO: Draw the contents of the High-Low array.
Parameters:
_a_PHiLo : TODO: High-Low price array
_a_IHiLo : TODO: High-Low INDEX array
_a_FHiLo : TODO: High-Low flag sequence 1:High 2:Low
_a_DHiLo : TODO: High-Low Price Differential Array
_a_Fibonacci : TODO: Fibonacci Gnar Matching
_Length : TODO: Length of confirmation
_Extension : TODO: Extension Length of extension when the difference did not open
_Difference : TODO: Difference size
_Histories : TODO: High-Low Length
_ShowZigZag : TODO: ZigZag Display
_ZigZagColor1 : TODO: Colors of ZigZag1
_ZigZagWidth1 : TODO: Width of ZigZag1
_ZigZagColor2 : TODO: Colors of ZigZag2
_ZigZagWidth2 : TODO: Width of ZigZag2
_ShowZigZagLabel : TODO: ZigZagLabel Display
_ShowHighLowBar : TODO: High-Low Bar Display
_ShowTrendLine : TODO: Trend Line Display
_TrendMultiLine : TODO: Trend Multi Line Display
_TrendStartWidth : TODO: Line width start value
_TrendEndWidth : TODO: Line width end value
_TrendIncreWidth : TODO: Line width increment value
_TrendStartTrans : TODO: Starting transmittance value
_TrendEndTrans : TODO: Transmittance End Value
_TrendIncreTrans : TODO: Increased transmittance value
_TrendColorMode : TODO: color mode
_TrendColor1_1 : TODO: Trend Color 1_1
_TrendColor1_2 : TODO: Trend Color 1_2
_TrendColor2_1 : TODO: Trend Color 2_1
_TrendColor2_2 : TODO: Trend Color 2_2
_ShowFibonacci1 : TODO: Fibonacci1 Display
_FibIndex1 : TODO: Fibonacci1 Index No.
_FibFrontMargin1 : TODO: Fibonacci1 Front margin
_FibBackMargin1 : TODO: Fibonacci1 Back Margin
_FibTransparent1 : TODO: Fibonacci1 Transmittance
_ShowFibonacci2 : TODO: Fibonacci2 Display
_FibIndex2 : TODO: Fibonacci2 Index No.
_FibFrontMargin2 : TODO: Fibonacci2 Front margin
_FibBackMargin2 : TODO: Fibonacci2 Back Margin
_FibTransparent2 : TODO: Fibonacci2 Transmittance
_ShowInfoTable1 : TODO: InfoTable1 Display
_TablePosition1 : TODO: InfoTable1 position
_ShowInfoTable2 : TODO: InfoTable2 Display
_TablePosition2 : TODO: InfoTable2 position
Returns: TODO: 無し
SumOfCandlesLibrary "SumOfCandles"
This function returns sum of candlestick's body.
calc(_open, _close, _len, _malen, _usema)
Returns the sum of candlestick body.
Parameters:
_open : Source
_close : Source
_len : Period
_malen : MA Period
_usema : A flag of using MA
Returns: sum
calc(_len, _malen, _usema)
Returns the sum of candlestick body.
Parameters:
_len : Period
_malen : MA period
_usema : A flag of using MA
Returns: sum
PointofControlLibrary "PointofControl"
POC_f()
The genesis of this project was to create a POC library that would be available to deliver volume profile information via pine to other scripts of indicators and strategies.
This is the indicator version of the library function.
A few things that would be unique with the built in
- it allows you to choose the kind of reset of the period, day/week or bars. This is simple enough to expand to other conditions
- it resets on bar count starting from the beginning of the data set (bar index =0) vs bars back from the end of the data set
- A 'period' in this context is the time between resets - the start of the POC until it resets (for example at the beginning of a new day or week)
- it will calculate an increment level rather than the user specifying ticks or price brackets
- it does not allow for setting the # of rows and then calculating the implied price levels
- When a period is complete it is often useful to look back at the POCs of historical periods, or extend them forward.
- This script will find the historical POCs around the current price and display them rather than extend all the historical POC lines to the right
- This script also looks across all the period POCs and identifies the master POC or what I call the Grand POC, and also the next 3 runner up POCs
There is a matching indicator to this library
loxxvarietyrsiLibrary "loxxvarietyrsi"
7 varieties of RSI used in Loxx's indicators and strategies. Default is "rsi_rsi" which is just TV's built int ta.rsi() function.
"rsi_rsi" is regular ta.rsi()
"rsi_slo" is slowed down version of regular RSI
"rsi_rap" is ta.rsi() but uses SMA instead of RMA, this is the same as Cuttlers RSI
"rsi_har" is Michael Harris RSI, but a word of "warning". I left the Harris' rsi in the choices of rsi, but be advised that, due to the way how Harris rsi is calculated, if price filtering is used (ie: some randomness is taken away from price series) Harris RSI tends to produce results that can be "surprising" at the least in some cases. Even though Harris RSI is good when it comes to natural (semi-random) price usage, keep in mind what happens if the prices are filtered and why it happens
"rsi_rsx" is Jurik's RSX
"rsi_cut" is ta.rsi() but uses SMA instead of RMA, this is the same as Rapid RSI
"rsi_ehl" is Ehles' Smoothed RSI
rsiVariety(rsiMode, src, per)
method for returning 1 of 7 different RSI calculation outputs.
Parameters:
rsiMode : string, rsi mode, can be 1 of 7 of the following: "rsi_rsi", "rsi_slo", "rsi_rap", "rsi_har", "rsi_rsx", "rsi_cut", "rsi_ehl"; defaults to "rsi_rsi"
src : float, source, either regular source type or some other caculated value.
per : int, period lookback.
Returns: float RSI.
usage:
rsiVariety("rsi_rsi", src, per)
EchoMorphicAverageLibrary "EchoMorphicAverage"
Original Self Referencing Moving Average which references
it's own output agsainst itself and the incoming source to dynamically
alter smoothness and length internally per calculation cycle.
@kaigouthro
Inputs are float length series.
Contact Me for More Dynamic Float Length Indicators.
wema(src, mod, len)
Waited Echo-Morphic Average
Parameters:
src : (float) input value
mod : (float) modifier(0-1) mix of current value
len : (float) length
Returns: output processed smoothed value
wemaStack(src, mod, len)
Stacked Multipass Waited Echo-Morphic Average
Parameters:
src : (float) input value
mod : (float) modifier(0-1) mix of current value
len : (float) length
Returns: output processed smoothed value
loxxdynamiczoneLibrary "loxxdynamiczone"
Dynamic Zones
Derives Leo Zamansky and David Stendahl's Dynamic Zone,
see "Stocks & Commodities V15:7 (306-310): Dynamic Zones by Leo Zamansky, Ph .D., and David Stendahl"
What are Dynamic Zones?
As explained in "Stocks & Commodities V15:7 (306-310): Dynamic Zones by Leo Zamansky, Ph .D., and David Stendahl"
Most indicators use a fixed zone for buy and sell signals. Here’ s a concept based on zones that are responsive to past levels of the indicator.
One approach to active investing employs the use of oscillators to exploit tradable market trends. This investing style follows a very simple form of logic: Enter the market only when an oscillator has moved far above or below traditional trading lev- els. However, these oscillator- driven systems lack the ability to evolve with the market because they use fixed buy and sell zones. Traders typically use one set of buy and sell zones for a bull market and substantially different zones for a bear market. And therein lies the problem.
Once traders begin introducing their market opinions into trading equations, by changing the zones, they negate the system’s mechanical nature. The objective is to have a system automatically define its own buy and sell zones and thereby profitably trade in any market — bull or bear. Dynamic zones offer a solution to the problem of fixed buy and sell zones for any oscillator-driven system.
An indicator’s extreme levels can be quantified using statistical methods. These extreme levels are calculated for a certain period and serve as the buy and sell zones for a trading system. The repetition of this statistical process for every value of the indicator creates values that become the dynamic zones. The zones are calculated in such a way that the probability of the indicator value rising above, or falling below, the dynamic zones is equal to a given probability input set by the trader.
To better understand dynamic zones, let's first describe them mathematically and then explain their use. The dynamic zones definition:
Find V such that:
For dynamic zone buy: P{X <= V}=P1
For dynamic zone sell: P{X >= V}=P2
where P1 and P2 are the probabilities set by the trader, X is the value of the indicator for the selected period and V represents the value of the dynamic zone.
The probability input P1 and P2 can be adjusted by the trader to encompass as much or as little data as the trader would like. The smaller the probability, the fewer data values above and below the dynamic zones. This translates into a wider range between the buy and sell zones. If a 10% probability is used for P1 and P2, only those data values that make up the top 10% and bottom 10% for an indicator are used in the construction of the zones. Of the values, 80% will fall between the two extreme levels. Because dynamic zone levels are penetrated so infrequently, when this happens, traders know that the market has truly moved into overbought or oversold territory.
Calculating the Dynamic Zones
The algorithm for the dynamic zones is a series of steps. First, decide the value of the lookback period t. Next, decide the value of the probability Pbuy for buy zone and value of the probability Psell for the sell zone.
For i=1, to the last lookback period, build the distribution f(x) of the price during the lookback period i. Then find the value Vi1 such that the probability of the price less than or equal to Vi1 during the lookback period i is equal to Pbuy. Find the value Vi2 such that the probability of the price greater or equal to Vi2 during the lookback period i is equal to Psell. The sequence of Vi1 for all periods gives the buy zone. The sequence of Vi2 for all periods gives the sell zone.
In the algorithm description, we have: Build the distribution f(x) of the price during the lookback period i. The distribution here is empirical namely, how many times a given value of x appeared during the lookback period. The problem is to find such x that the probability of a price being greater or equal to x will be equal to a probability selected by the user. Probability is the area under the distribution curve. The task is to find such value of x that the area under the distribution curve to the right of x will be equal to the probability selected by the user. That x is the dynamic zone.
dZone(type, src, pval, per)
method for retrieving the dynamic zone levels from input source.
Parameters:
type : string, value of either 'buy' or 'sell'.
src : float, source, either regular source type or some other caculated value.
pval : float, probability defined by extension over/under source, a number <= 1.0.
per : int, period lookback.
Returns: float dynamic zone level.
usage:
dZone("buy", close, 0.2, 70)
McNichollBandsLibrary "McNichollBands"
This is a library which only functions to make the McNicholl's Bollinger Bands modifications. It's also my first library, so I'll probably screw some things up.
mcNichollBands(alpha, useLogScale, widthMultiplier)
Calculates the McNicholl's Bollinger Bands modifications.
Parameters:
alpha : The alpha constant to be used on the EMA calculations.
useLogScale : Whether to use the log version of the prices or not.
widthMultiplier : The number that shall be multiplied by the volatility to form the bands.
Returns: A tuple containing the lower band, the center line, and the upper band.
loxxrsxLibrary "loxxrsx"
loxxrsx: Jurik RSX
rsx(src, len)
rsx
Parameters:
src : float
len : int
Returns: result float
loxxpaaspecialLibrary "loxxpaaspecial"
loxxpaaspecial: Ehlers Phase Accumulation Dominant Cycle Period with multiplier and filter
paa(src, mult, filt)
(src, mult, filt)
Parameters:
src : float
mult : float
filt : float
Returns: result float
loxxfsrrdspfiltsLibrary "loxxfsrrdspfilts"
loxxfsrrdspfilts : FATL, SATL, RFTL, & RSTL Digital Signal Filters
fatl(src)
fatl
Parameters:
src : float
Returns: result float
rftl(src)
rftl
Parameters:
src : float
Returns: result float
satl(src)
satl
Parameters:
src : float
Returns: result float
rstl(src)
rstl
Parameters:
src : float
Returns: result float
