ka66: lib/MovingAverages

2023년 4월 30일

Library "MovingAverages"
Exotic or Interesting Moving Averages Collection. Just the one right now!

alphaConfigurableEma(src, alpha, nSmooth)
  Calculates a variation of the EMA by specifying a custom alpha value.
  Parameters:
    src (float): a float series to get the EMA for, e.g. close, hlc3, etc.
    alpha (float): a value between 0 (ideally greater, to get any MA!) and 1. Closer
to one makes it more responsive, and choppier.
    nSmooth (int): Just applies the same alpha and EMA to the last Alpha-EMA output.
A value between 0 and 10 (just keeping a a reasonable bound). The idea is
you can first use a reasonably high alpha, then smooth it out. Default 0,
no further smoothing.
  Returns: MA series.

bands(src, multiplier)
  Calculates fixed bands around a series, can be any series, though the intent
here is for MA series.
  Parameters:
    src (float): a float series.
    multiplier (float): a value greater than or equal to 0 (ideally greater, to get any MA!),
determines the width of the bands. Start with small float values, or it may go
beyond the scale, e.g. 0.005.
  Returns: a 2-tuple of (upBand, downBand)