MovingAverages

2021년 10월 5일

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.

2021년 10월 5일

릴리즈 노트

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.

2021년 11월 1일

릴리즈 노트

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'.

2021년 11월 27일

릴리즈 노트

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. ifta.org/wp-content/uploads/2020/10/d_ifta_journal_21.pdf
  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.

2021년 12월 5일

릴리즈 노트

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.

2021년 12월 5일

릴리즈 노트

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.

2021년 12월 5일

릴리즈 노트

v7 Fixed plot titles.

2021년 12월 5일

릴리즈 노트

v8 Simplified ema calculation.

2021년 12월 5일

릴리즈 노트

v9 Removed need for for loop from vwma.

2021년 12월 5일

릴리즈 노트

v10 Improved ema and vmwa to be more resilient.

2023년 1월 25일

릴리즈 노트

v11

Added:
rsvwma(transferRatio, releaseRatio, useTime, src, vol)
  This is experimental moving average doesn't use a period/length but instead buffers the price per share and transfers that price per share at a given ratio per bar while also releasing the previous values at a decay ratio.
  Parameters:
    transferRatio: The ratio at which buffered data is applied to the average.
    releaseRatio: The ratio at which data is released from the average.
    useTime: When true will tend to make the values consistent across timeframes.
    src: The series to measure from. Default is 'hlc3'.
    vol: The series to represent volume. The default is 'volume'.

2023년 1월 26일

릴리즈 노트

v12 Fix NA handling of rsvwma

2023년 2월 21일

릴리즈 노트

v13 Added normalizeSlope function.