Electrified

MovingAverages

Library "MovingAverages"
Contains utilities for generating moving average values including getting a moving average by name and a function for generating a Volume-Adjusted WMA .

vawma( len , src , volumeDefault) VAWMA = VWMA and WMA combined. Simply put, this attempts to determine the average price per share over time weighted heavier for recent values. Uses a triangular algorithm to taper off values in the past (same as WMA does).
Parameters:
  • len: The number of bars to measure with.
  • src: The series to measure from. Default is 'hlc3'.
  • volumeDefault: The default value to use when a chart has no (N/A) volume .
Returns: The volume adjusted triangular weighted moving average of the series.

getMA(mode, len , src ) Generates a moving average based upon a 'mode'.
Parameters:
  • mode: The type of moving average to generate. Values allowed are: SMA , EMA , WMA , VWMA and VAWMA.
  • len: The number of bars to measure with.
  • src: The series to measure from. Default is 'close'.
Returns: The volume adjusted triangular weighted moving average of the series.
Catatan Rilis: Library "MovingAverages"
Contains utilities for generating moving average values including getting a moving average by name and a function for generating a Volume-Adjusted WMA.

vawma(len, src, volumeDefault) VAWMA = VWMA and WMA combined. Simply put, this attempts to determine the average price per share over time weighted heavier for recent values. Uses a triangular algorithm to taper off values in the past (same as WMA does).
Parameters:
  • len: The number of bars to measure with.
  • src: The series to measure from. Default is 'hlc3'.
  • volumeDefault: The default value to use when a chart has no (N/A) volume.
Returns: The volume adjusted triangular weighted moving average of the series.

getMA(mode, len, src) Generates a moving average based upon a 'mode'.
Parameters:
  • mode: The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
  • len: The number of bars to measure with.
  • src: The series to measure from. Default is 'close'.
Returns: The volume adjusted triangular weighted moving average of the series.
Catatan Rilis: v3

  • Revised to use .get() as prefix will always be present.
  • Switched to switch statement with runtime error.
  • Migrated to single quote standard.

Added:
get(type, len, src) Generates a moving average based upon a 'type'.
  Parameters:
    type: The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
    len: The number of bars to measure with.
    src: The series to measure from. Default is 'close'.
  Returns: The moving average series requested.

Removed:
getMA(mode, len, src) Generates a moving average based upon a 'mode'.
Catatan Rilis: v4 Added CMA

Added:
cma(n, D, C, compound) CMA is a variation of a moving average that can simulate SMA or WMA with the advantage of previous data. https://ifta.org/wp-content/uploads/2020...
  Parameters:
    n: The number of bars to measure with.
    D: The series to measure from. Default is 'close'.
    C: The coefficient to use when averaging. 0 behaves like SMA, 1 behaves like WMA.
    compound: When true (default is false) will use a compounding method for weighting the average.
Catatan Rilis: v5 More robust and flexible VAWMA calculation.

Updated:
vawma(len, src, volumeDefault) VAWMA = VWMA and WMA combined. Simply put, this attempts to determine the average price per share over time weighted heavier for recent values. Uses a triangular algorithm to taper off values in the past (same as WMA does).
  Parameters:
    len: The number of bars to measure with.
    src: The series to measure from. Default is 'hlc3'.
    volumeDefault: The default value to use when a chart has no (N/A) volume.
  Returns: The volume adjusted triangular weighted moving average of the series.
Catatan Rilis: v6 Improved robustness of moving averages and included alternates for ema, wma, and vwma.

Added:
ema(len, src) Same as ta.ema(src,len) but properly ignores NA values.
  Parameters:
    len: The number of samples to derive the average from.
    src: The series to measure from. Default is 'close'.

wma(len, src, startingWeight) Same as ta.wma(src,len) but properly ignores NA values.
  Parameters:
    len: The number of samples to derive the average from.
    src: The series to measure from. Default is 'close'.
    startingWeight: The weight to begin with when calculating the average. Higher numbers will decrease the bias.

vwma(len, src, volumeDefault) Same as ta.vwma(src,len) but properly ignores NA values.
  Parameters:
    len: The number of bars to measure with.
    src: The series to measure from. Default is 'hlc3'.
    volumeDefault: The default value to use when a chart has no (N/A) volume.
Catatan Rilis: v7 Fixed plot titles.
Catatan Rilis: v8 Simplified ema calculation.
Catatan Rilis: v9 Removed need for for loop from vwma.
Catatan Rilis: v10 Improved ema and vmwa to be more resilient.
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