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 www.fxcorporate.com/...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
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 www.fxcorporate.com/...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
Versionsinformation:
v2
Code 9
Code 9
Versionsinformation:
v3, 10