JC MAs: SMA, WMA, EMA, DEMA, TEMA, ALMA, Hull, Kaufman, Fractal

2021년 12월 10일

The best collection of moving averages anywhere. I know, because I searched, couldn't find the right collection, and so wrote it myself!

-------------------------------------------------------------------------------
Notable features that either aren't found anywhere else...or at least in one place:
-------------------------------------------------------------------------------

• The "Triple Exponential Moving Average", is actually that mathematically - rather than "three seperate EMA graphs", as is commonly found on Trading View.

• Includes exotic moving averages: Hull Moving Average (HMA), Kaufman's Adaptive Moving Average (KAMA), and Fractal Apaptive Moving Average (FrAMA).

• Each moving average has its own user-definable averaging length in DAYS, rather than an abstract "length". This is respected even for different graphing resolutions, and different chart views - even for the more exotic MAs.

• Days can be fractional.

• A master time resolution ("Timeframe") is also user-definable. And unlike most other moving average charts, this won't affect the internal "length" variable (specified days are still respected), it only changes the graphing resolution. You can also specify to use chart's resolution - which, as you know, is not very useful for moving averages - yet so many moving average scripts on Trading View don't let you specify otherwise.

• If every CPU cycle counts, you can set "days" to 0 to prevent a particular unneeded moving average from being calculated at all.

• Includes a custom moving average that is unique, if you're looking for a tiny edge in TA to beat everyone else looking at the same stuff: a customizable weighted blend of SMA, TEMA, HMA, KAMA, and FrMA. (Note: The weights for these blends don't have to add up to 100, they will self-level no matter what they add up to.)

• By default, the averages are color-coded according to rainbow order of light spectrum frequency, relative to approximate responsiveness to current price: Red (SMA) is the laziest, violet (FrAMA) is the most hyper, and green is in the middle.

-------------------------------------------------------------------------------
Contains the following moving averages, in order of responsiveness:
-------------------------------------------------------------------------------

• Simple Moving Average (SMA)
• Arnaud Legoux Moving Average (ALMA)
• Exponential Moving Average (EMA)
• Weighted Moving Average (WMA)
• Blend average of SMA and TEMA (JCBMA)
• Double Exponential Moving Average (DEMA)
• Triple Exponential Moving Average (TEMA)
• Hull Moving Average (HMA)
• Kaufman's Adaptive Moving Average (KAMA)
• Fractal Apaptive Moving Average (FrAMA)

Note: There are a few extreme edge cases where the graphs won't render, which are obvious. (Because they won't render.) In which case, all you need to do is choose a more sane master resolution ("Timeframe") relative to the timeframe of the chart. This is more about the limits of Trading View, than specific script bugs.

-------------------------------------------------------------------------------
Includes reworked code snippets
-------------------------------------------------------------------------------

• "Kaufman Moving Average Adaptive (KAMA)" by HPotter

• "FRAMA (Ehlers true modified calculation)" by nemozny

• Which in turn was based on "Fractal Adaptive Moving Average (real one)" by Shizaru