Library "Averages" Contains utilities for generating averages from arrays. Useful for manipulated or cleaned data. triangular(src, startingWeight) Calculates the triangular weighted average of a set of values where the last value has the highest weight. Parameters: src : The array to derive the average from. startingWeight : The weight to begin...

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Calculates weighted mean, variance, standard deviation, MSE and RMSE from time series variables or arrays. When calculating from arrays, the function expects index 0 to be the most recent sample and weight values.

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This indicator was originally developed by Edwin "Sedge" Coppock (Barron's Magazine, October 1962). Specially for @AlexMayorov : 1) Buy when indicator crosses the zero line upside 2) Sell when indicator crosses the zero line downside

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Can be extended with more derivative or spot pairs, see the comments in the code for instructions. Most importantly, the pairs need to be added to the respective arrays in the same order, so that the weights are applied to the correct pairs.

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Ichimoku with cleaned up appearance on chart and volume-weighted highs / lows. Publishing this final version with open script.

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Volume !weighted! deviations. Important: I don't really know how people generally compute deviations from VWAP/VWMA, but smth tells me generally it's just a Av Dev/St Dev based on mean, not on appropriate basis, like volume weighted mean in our case. This version is mathematically correct, it first calculates weighted mean, than utilizes this weighted in mean...

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Adopted to Pine from systemtradersuccess.com They wrote that this average is designed to be a robust version of a moving average to reduce the impact of outliers, but I dont see a significant difference comparing it with SMA. So, I published it for the educational purposes. To learn more about the robust...

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VAWMA = VWMA and WMA combined. Simply put, this attempts to determine the average price per share over time, weighted heavier for recent values. Uses triangular algorithm to taper off values in the past (same as WMA does). Why use this? Let's say the earliest bar of the VWMA has a huge amount of volume. That means that when the next bar arrives, there will be...

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With the same idea of the VSA i make the VPSA to make synthetic graph of the price and the volume effect, its easy to see the volume trends. Each instrument have a more clear time frame to see the volume patterns. Can use others indicators over the VPSA, only write in CAPITAL letters open, high, low, close or hl2 at inputs section.

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This is an experimental study designed to identify the underlying trend bias and volatility of an instrument over any custom interval TradingView supports. First, reset points are established at points where the opening price of the interval changes. Next, Volume Weighted Average Price (VWAP) is calculated. It is the cumulative sum of typical price times volume...

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With the same idea of the VPSA i make the VPSA2 to make Heiken Ashi style synthetic graph of the price and the volume effect, its easy to see the volume trends. Each instrument have a more clear time frame to see the volume patterns. I see very useful like a secondary analysis layer. in the graph show the same RSI with price and VPSA2 like source. Can use...

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MULTI-TF AVERAGE BBANDS - with signals (BETA) Overall, it shows where the price has support and resistance, when it's breaking through, and when its relatively low/high based on the magic of standard deviation. created by gamazama. send me a shout if u find this useful, or if you create something cool with it. %BB: The price's position in the boilinger band is...

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Resets at the start of the day's session (9:50 am on the ASX). Takes the first candle and checks if its a green candle (close > open), and adds the volume to a total (which starts at 0 at the start of the day). Subtracts it if the candles in red. Continues to do this along with all the candles. The volume is also multiplied by the difference between open and...

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Couldn't find searching for Linearly Weighted Moving Average (LWMA) in tradingview. Found one with the LWMA title, but it uses plain WMA calculation without the linearity which more heavily weights recent price data, which I need, so I try to made one. LWMAs are also quicker to react to price changes than SMA and EMA. If you want a moving average with less lag...

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Hello traders! I am reading "Investing with Volume Analysis: Identify, Follow, and Profit from Trends" by Buff Pelz Dormeier so I am going to implement all indicators that are considered there. VW-MACD was developed by Buff Pelz Dormeier in 2000 and is based on the difference between a short-term volume-weighted moving average and a long-term volume-weighted...

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This script is a compilation of several different stochastic indicators (and RSI) where the K value of each indicator is equally weighted. The purpose of the indicator is to combine many indicators together in a fashion that weights them easier. By default, the Stochastic and Stochastic RSI are both enabled - the idea is to speed up the relatively slower...

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Uses 4 Ma cross... Double Hull Moving Averages Volume Weighted Moving Average Weighted Moving Average <<<<< by SeaSide420 >>>>>>

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This is simply three moving averages in the same indicator, with the possibility to change the source, length, offset and type on every moving average (Simple, Exponential, Weighted, Volume-weighted, Triple EMA or a moving average that uses RSI ). If you want to disable any of the moving averages, then do that under the "Style"-tab by unchecking the box for that...

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