Library_Smoothers

2023年1月15日

Library "Library_Smoothers"

CorrectedMA(Src, Len)
  CorrectedMA The strengths of the corrected Average (CA) is that the current value of the time series must exceed a the current volatility-dependent threshold, so that the filter increases or falls, avoiding false signals when the trend is in a weak phase.
  Parameters:
    Src
    Len
  Returns: The Corrected source.

EHMA(src, len)
  EMA Exponential Moving Average.
  Parameters:
    src: Source to act upon
    len
  Returns: EMA of source

FRAMA(src, len, FC, SC)
  FRAMA Fractal Adaptive Moving Average
  Parameters:
    src: Source to act upon
    len: Length of moving average
    FC: Fast moving average
    SC: Slow moving average
  Returns: FRAMA of source

Jurik(src, length, phase, power)
  Jurik A low lag filter
  Parameters:
    src: Source
    length: Length for smoothing
    phase: Phase range is ±100
    power: Mathematical power to use. Doesn't need to be whole numbers
  Returns: Jurik of source

SMMA(src, len)
  SMMA Smoothed moving average. Think of the SMMA as a hybrid of its better-known siblings — the simple moving average (SMA) and the exponential moving average (EMA).
  Parameters:
    src: Source
    len
  Returns: SMMA of source

SuperSmoother(src, len)
  SuperSmoother
  Parameters:
    src: Source to smooth
    len
  Returns: SuperSmoother of the source

TMA(src, len)
  TMA Triangular Moving Average
  Parameters:
    src: Source
    len
  Returns: TMA of source

TSF(src, len)
  TSF Time Series Forecast. Uses linear regression.
  Parameters:
    src: Source
    len
  Returns: TSF of source

VIDYA(src, len)
  VIDYA Chande's Variable Index Dynamic Average. See fxcorporate.com/help/MS/NOTFIFO/i_Vidya.html
  Parameters:
    src: Source
    len
  Returns: VIDYA of source

VAWMA(src, len, startingWeight, 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:
    src: Source
    len: Length
    startingWeight
    volumeDefault: The default value to use when a chart has no volume.
  Returns: The VAWMA of the source.

WWMA(src, len)
  WWMA Welles Wilder Moving Average
  Parameters:
    src: Source
    len
  Returns: The WWMA of the source

ZLEMA(src, len)
  ZLEMA Zero Lag Expotential Moving Average
  Parameters:
    src: Source
    len
  Returns: The ZLEMA of the source

SmootherType(mode, src, len, fastMA, slowMA, offset, phase, power, startingWeight, volumeDefault, Corrected)
  Performs the specified moving average
  Parameters:
    mode: Name of moving average
    src: the source to apply the MA type
    len
    fastMA: FRAMA fast moving average
    slowMA: FRAMA slow moving average
    offset: Linear regression offset
    phase: Jurik phase
    power: Jurik power
    startingWeight: VAWMA starting weight
    volumeDefault: VAWMA default volume
    Corrected
  Returns: The MA smoothed source

2023年1月15日

發行說明

v2
Code 9

2023年1月15日

發行說明

v3, 10

1月10日

發行說明

v4