Library "MAD_MATH"
This is a mathematical library where I store useful kernels, filters and selectors for the different types of computations.
This library also contains opensource code from other scripters.
Future extensions are very likely, there are some functions I would like to add, but I have to wait for approvals so i can include them.
Ehlers_EMA(_src, _length)
Calculates the Ehlers Exponential Moving Average (Ehlers_EMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers EMA
Returns: The Ehlers EMA value
Ehlers_Gaussian(_src, _length)
Calculates the Ehlers Gaussian Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Gaussian Filter
Returns: The Ehlers Gaussian Filter value
Ehlers_supersmoother(_src, _length)
Calculates the Ehlers Supersmoother
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Supersmoother
Returns: The Ehlers Supersmoother value
Ehlers_SMA_fast(_src, _length)
Calculates the Ehlers Simple Moving Average (SMA) Fast
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers SMA Fast
Returns: The Ehlers SMA Fast value
Ehlers_EMA_fast(_src, _length)
Calculates the Ehlers Exponential Moving Average (EMA) Fast
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers EMA Fast
Returns: The Ehlers EMA Fast value
Ehlers_RSI_fast(_src, _length)
Calculates the Ehlers Relative Strength Index (RSI) Fast
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers RSI Fast
Returns: The Ehlers RSI Fast value
Ehlers_Band_Pass_Filter(_src, _length)
Calculates the Ehlers BandPass Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers BandPass Filter
Returns: The Ehlers BandPass Filter value
Ehlers_Butterworth(_src, _length)
Calculates the Ehlers Butterworth Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Butterworth Filter
Returns: The Ehlers Butterworth Filter value
Ehlers_Two_Pole_Gaussian_Filter(_src, _length)
Calculates the Ehlers Two-Pole Gaussian Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Two-Pole Gaussian Filter
Returns: The Ehlers Two-Pole Gaussian Filter value
Ehlers_Two_Pole_Butterworth_Filter(_src, _length)
Calculates the Ehlers Two-Pole Butterworth Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Two-Pole Butterworth Filter
Returns: The Ehlers Two-Pole Butterworth Filter value
Ehlers_Band_Stop_Filter(_src, _length)
Calculates the Ehlers Band Stop Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Band Stop Filter
Returns: The Ehlers Band Stop Filter value
Ehlers_Smoother(_src)
Calculates the Ehlers Smoother
Parameters:
_src (float): The source series for calculation
Returns: The Ehlers Smoother value
Ehlers_High_Pass_Filter(_src, _length)
Calculates the Ehlers High Pass Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers High Pass Filter
Returns: The Ehlers High Pass Filter value
Ehlers_2_Pole_High_Pass_Filter(_src, _length)
Calculates the Ehlers Two-Pole High Pass Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Two-Pole High Pass Filter
Returns: The Ehlers Two-Pole High Pass Filter value
pr(_src, _length)
pr Calculates the percentage rank (PR) of a value within a range.
Parameters:
_src (float): The source value for which the percentage rank is calculated. It represents the value to be ranked within the range.
_length (simple int): The _length of the range over which the percentage rank is calculated. It determines the number of bars considered for the calculation.
Returns: The percentage rank (PR) of the source value within the range, adjusted by adding 50 to the result.
smma(_src, _length)
Calculates the SMMA (Smoothed Moving Average)
Parameters:
_src (float): The source series for calculation
_length (simple int)
Returns: The SMMA value
hullma(_src, _length)
Calculates the Hull Moving Average (HullMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the HullMA
Returns: The HullMA value
tma(_src, _length)
Calculates the Triple Moving Average (TMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the TMA
Returns: The TMA value
dema(_src, _length)
Calculates the Double Exponential Moving Average (DEMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the DEMA
Returns: The DEMA value
tema(_src, _length)
Calculates the Triple Exponential Moving Average (TEMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the TEMA
Returns: The TEMA value
w2ma(_src, _length)
Calculates the Normalized Double Moving Average (N2MA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the N2MA
Returns: The N2MA value
wma(_src, _length)
Calculates the Normalized Moving Average (NMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the NMA
Returns: The NMA value
nma(_open, _close, _length)
Calculates the Normalized Moving Average (NMA)
Parameters:
_open (float): The open price series
_close (float): The close price series
_length (simple int): The _length for finding the highest and lowest values
Returns: The NMA value
lma(_src, _length)
Parameters:
_src (float)
_length (simple int)
zero_lag(_src, _length, gamma1, zl)
Calculates the Zero Lag Moving Average (ZeroLag)
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the moving average
gamma1 (simple int): The coefficient for calculating 'd'
zl (simple bool): Boolean flag for applying Zero Lag
Returns: An array containing the ZeroLag Moving Average and a boolean flag indicating if it's flat
copyright HPotter, thanks for that great function
chebyshevI(src, len, ripple)
Calculates the Chebyshev Type I Filter
Parameters:
src (float): The source series for calculation
len (int): The length of the filter
ripple (float): The ripple factor for the filter
Returns: The output of the Chebyshev Type I Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find and translation
chebyshevII(src, len, ripple)
Calculates the Chebyshev Type II Filter
Parameters:
src (float): The source series for calculation
len (int): The length of the filter
ripple (float): The ripple factor for the filter
Returns: The output of the Chebyshev Type II Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find
wavetrend(_src, _n1, _n2)
Calculates the WaveTrend indicator
Parameters:
_src (float): The source series for calculation
_n1 (simple int): The period for the first EMA calculation
_n2 (simple int): The period for the second EMA calculation
Returns: The WaveTrend value
f_getma(_type, _src, _length, ripple)
Calculates various types of moving averages
Parameters:
_type (simple string): The type of indicator to calculate
_src (float): The source series for calculation
_length (simple int): The length for the moving average or indicator
ripple (simple float)
Returns: The calculated moving average or indicator value
f_getfilter(_type, _src, _length)
Calculates various types of filters
Parameters:
_type (simple string): The type of indicator to calculate
_src (float): The source series for calculation
_length (simple int): The length for the moving average or indicator
Returns: The filtered value
f_getoszillator(_type, _src, _length)
Calculates various types of Deviations and other indicators
Parameters:
_type (simple string): The type of indicator to calculate
_src (float): The source series for calculation
_length (simple int): The length for the moving average or indicator
Returns: The calculated moving average or indicator value
This is a mathematical library where I store useful kernels, filters and selectors for the different types of computations.
This library also contains opensource code from other scripters.
Future extensions are very likely, there are some functions I would like to add, but I have to wait for approvals so i can include them.
Ehlers_EMA(_src, _length)
Calculates the Ehlers Exponential Moving Average (Ehlers_EMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers EMA
Returns: The Ehlers EMA value
Ehlers_Gaussian(_src, _length)
Calculates the Ehlers Gaussian Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Gaussian Filter
Returns: The Ehlers Gaussian Filter value
Ehlers_supersmoother(_src, _length)
Calculates the Ehlers Supersmoother
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Supersmoother
Returns: The Ehlers Supersmoother value
Ehlers_SMA_fast(_src, _length)
Calculates the Ehlers Simple Moving Average (SMA) Fast
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers SMA Fast
Returns: The Ehlers SMA Fast value
Ehlers_EMA_fast(_src, _length)
Calculates the Ehlers Exponential Moving Average (EMA) Fast
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers EMA Fast
Returns: The Ehlers EMA Fast value
Ehlers_RSI_fast(_src, _length)
Calculates the Ehlers Relative Strength Index (RSI) Fast
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers RSI Fast
Returns: The Ehlers RSI Fast value
Ehlers_Band_Pass_Filter(_src, _length)
Calculates the Ehlers BandPass Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers BandPass Filter
Returns: The Ehlers BandPass Filter value
Ehlers_Butterworth(_src, _length)
Calculates the Ehlers Butterworth Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Butterworth Filter
Returns: The Ehlers Butterworth Filter value
Ehlers_Two_Pole_Gaussian_Filter(_src, _length)
Calculates the Ehlers Two-Pole Gaussian Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Two-Pole Gaussian Filter
Returns: The Ehlers Two-Pole Gaussian Filter value
Ehlers_Two_Pole_Butterworth_Filter(_src, _length)
Calculates the Ehlers Two-Pole Butterworth Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Two-Pole Butterworth Filter
Returns: The Ehlers Two-Pole Butterworth Filter value
Ehlers_Band_Stop_Filter(_src, _length)
Calculates the Ehlers Band Stop Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Band Stop Filter
Returns: The Ehlers Band Stop Filter value
Ehlers_Smoother(_src)
Calculates the Ehlers Smoother
Parameters:
_src (float): The source series for calculation
Returns: The Ehlers Smoother value
Ehlers_High_Pass_Filter(_src, _length)
Calculates the Ehlers High Pass Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers High Pass Filter
Returns: The Ehlers High Pass Filter value
Ehlers_2_Pole_High_Pass_Filter(_src, _length)
Calculates the Ehlers Two-Pole High Pass Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Two-Pole High Pass Filter
Returns: The Ehlers Two-Pole High Pass Filter value
pr(_src, _length)
pr Calculates the percentage rank (PR) of a value within a range.
Parameters:
_src (float): The source value for which the percentage rank is calculated. It represents the value to be ranked within the range.
_length (simple int): The _length of the range over which the percentage rank is calculated. It determines the number of bars considered for the calculation.
Returns: The percentage rank (PR) of the source value within the range, adjusted by adding 50 to the result.
smma(_src, _length)
Calculates the SMMA (Smoothed Moving Average)
Parameters:
_src (float): The source series for calculation
_length (simple int)
Returns: The SMMA value
hullma(_src, _length)
Calculates the Hull Moving Average (HullMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the HullMA
Returns: The HullMA value
tma(_src, _length)
Calculates the Triple Moving Average (TMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the TMA
Returns: The TMA value
dema(_src, _length)
Calculates the Double Exponential Moving Average (DEMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the DEMA
Returns: The DEMA value
tema(_src, _length)
Calculates the Triple Exponential Moving Average (TEMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the TEMA
Returns: The TEMA value
w2ma(_src, _length)
Calculates the Normalized Double Moving Average (N2MA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the N2MA
Returns: The N2MA value
wma(_src, _length)
Calculates the Normalized Moving Average (NMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the NMA
Returns: The NMA value
nma(_open, _close, _length)
Calculates the Normalized Moving Average (NMA)
Parameters:
_open (float): The open price series
_close (float): The close price series
_length (simple int): The _length for finding the highest and lowest values
Returns: The NMA value
lma(_src, _length)
Parameters:
_src (float)
_length (simple int)
zero_lag(_src, _length, gamma1, zl)
Calculates the Zero Lag Moving Average (ZeroLag)
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the moving average
gamma1 (simple int): The coefficient for calculating 'd'
zl (simple bool): Boolean flag for applying Zero Lag
Returns: An array containing the ZeroLag Moving Average and a boolean flag indicating if it's flat
copyright HPotter, thanks for that great function
chebyshevI(src, len, ripple)
Calculates the Chebyshev Type I Filter
Parameters:
src (float): The source series for calculation
len (int): The length of the filter
ripple (float): The ripple factor for the filter
Returns: The output of the Chebyshev Type I Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find and translation
chebyshevII(src, len, ripple)
Calculates the Chebyshev Type II Filter
Parameters:
src (float): The source series for calculation
len (int): The length of the filter
ripple (float): The ripple factor for the filter
Returns: The output of the Chebyshev Type II Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find
wavetrend(_src, _n1, _n2)
Calculates the WaveTrend indicator
Parameters:
_src (float): The source series for calculation
_n1 (simple int): The period for the first EMA calculation
_n2 (simple int): The period for the second EMA calculation
Returns: The WaveTrend value
f_getma(_type, _src, _length, ripple)
Calculates various types of moving averages
Parameters:
_type (simple string): The type of indicator to calculate
_src (float): The source series for calculation
_length (simple int): The length for the moving average or indicator
ripple (simple float)
Returns: The calculated moving average or indicator value
f_getfilter(_type, _src, _length)
Calculates various types of filters
Parameters:
_type (simple string): The type of indicator to calculate
_src (float): The source series for calculation
_length (simple int): The length for the moving average or indicator
Returns: The filtered value
f_getoszillator(_type, _src, _length)
Calculates various types of Deviations and other indicators
Parameters:
_type (simple string): The type of indicator to calculate
_src (float): The source series for calculation
_length (simple int): The length for the moving average or indicator
Returns: The calculated moving average or indicator value
リリースノート:
v2
Changed the Strings for calling the Switches to Clearnames
Added:
Ehlers_Supersmoother(_src, _length)
Calculates the Ehlers Supersmoother
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Supersmoother
Returns: The Ehlers Supersmoother value
ChebyshevI(src, len, ripple)
Calculates the Chebyshev Type I Filter
Parameters:
src (float): The source series for calculation
len (int): The length of the filter
ripple (float): The ripple factor for the filter
Returns: The output of the Chebyshev Type I Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find and translation
ChebyshevII(src, len, ripple)
Calculates the Chebyshev Type II Filter
Parameters:
src (float): The source series for calculation
len (int): The length of the filter
ripple (float): The ripple factor for the filter
Returns: The output of the Chebyshev Type II Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find
Removed:
Ehlers_supersmoother(_src, _length)
Calculates the Ehlers Supersmoother
zero_lag(_src, _length, gamma1, zl)
Calculates the Zero Lag Moving Average (ZeroLag)
removed because of wrong information
chebyshevI(src, len, ripple)
Calculates the Chebyshev Type I Filter
chebyshevII(src, len, ripple)
Calculates the Chebyshev Type II Filter
Changed the Strings for calling the Switches to Clearnames
Added:
Ehlers_Supersmoother(_src, _length)
Calculates the Ehlers Supersmoother
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Supersmoother
Returns: The Ehlers Supersmoother value
ChebyshevI(src, len, ripple)
Calculates the Chebyshev Type I Filter
Parameters:
src (float): The source series for calculation
len (int): The length of the filter
ripple (float): The ripple factor for the filter
Returns: The output of the Chebyshev Type I Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find and translation
ChebyshevII(src, len, ripple)
Calculates the Chebyshev Type II Filter
Parameters:
src (float): The source series for calculation
len (int): The length of the filter
ripple (float): The ripple factor for the filter
Returns: The output of the Chebyshev Type II Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find
Removed:
Ehlers_supersmoother(_src, _length)
Calculates the Ehlers Supersmoother
zero_lag(_src, _length, gamma1, zl)
Calculates the Zero Lag Moving Average (ZeroLag)
removed because of wrong information
chebyshevI(src, len, ripple)
Calculates the Chebyshev Type I Filter
chebyshevII(src, len, ripple)
Calculates the Chebyshev Type II Filter
リリースノート:
Added alexgrovers ARMA A2RMA
Cleanup
Default Values
v3
Added:
Ehlers_Two_Pole_High_Pass_Filter(_src, _length)
Calculates the Ehlers Two-Pole High Pass Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Two-Pole High Pass Filter
Returns: The Ehlers Two-Pole High Pass Filter value
PR(_src, _length)
PR Calculates the percentage rank (PR) of a value within a range.
Parameters:
_src (float): The source value for which the percentage rank is calculated. It rePResents the value to be ranked within the range.
_length (simple int): The _length of the range over which the percentage rank is calculated. It determines the number of bars considered for the calculation.
Returns: The percentage rank (PR) of the source value within the range, adjusted by adding 50 to the result.
SMMA(_src, _length)
Calculates the SMMA (Smoothed Moving Average)
Parameters:
_src (float): The source series for calculation
_length (simple int)
Returns: The SMMA value
HULLMA(_src, _length)
Calculates the Hull Moving Average (HULLMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the HULLMA
Returns: The HULLMA value
TMA(_src, _length)
Calculates the Triple Moving Average (TMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the TMA
Returns: The TMA value
DEMA(_src, _length)
Calculates the Double Exponential Moving Average (DEMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the DEMA
Returns: The DEMA value
TEMA(_src, _length)
Calculates the Triple Exponential Moving Average (TEMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the TEMA
Returns: The TEMA value
W2MA(_src, _length)
Calculates the Normalized Double Moving Average (N2MA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the N2MA
Returns: The N2MA value
A2RMA(_src, _length, _gamma)
Parameters:
_src (float): Source float input used for the calculation
_length (simple int): Integer value rePResenting the length of the period
_gamma (simple float): Integer value rePResenting a factor for the calculation
Returns: the value of the adaptive moving average
ARMA(_src, _length, _gamma, _zerolag)
Calculates the Autonomous Recursive Moving Average (ARMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the ARMA
_gamma (simple float): The parameter for ARMA calculation
_zerolag (simple bool): Boolean flag indicating whether to use zero lag
Returns: An array containing the ARMA value and a flag indicating flatness
f_getall(_type, _src, _length, _gamma, _ripple, _zerolag)
Calculates various types of Deviations and other indicators
Parameters:
_type (simple string): The type of indicator to calculate
_src (float): The source series for calculation
_length (simple int): The length for the moving average or indicator
_gamma (simple float)
_ripple (simple float)
_zerolag (simple bool)
Returns: The calculated moving average or indicator value
Updated:
nma(_open, _close, _length)
Calculates the Normalized Moving Average (NMA)
Parameters:
_open (float): The open PRice series
_close (float): The close PRice series
_length (simple int): The _length for finding the highest and lowest values
Returns: The NMA value
ChebyshevI(_src, _length, _ripple)
Calculates the Chebyshev Type I Filter
Parameters:
_src (float)
_length (int)
_ripple (float)
Returns: The output of the Chebyshev Type I Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find and translation
ChebyshevII(_src, _length, _ripple)
Calculates the Chebyshev Type II Filter
Parameters:
_src (float)
_length (int)
_ripple (float)
Returns: The output of the Chebyshev Type II Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find
f_getma(_type, _src, _length, _gamma, _ripple, _zerolag)
Calculates various types of moving averages
Parameters:
_type (simple string): The type of indicator to calculate
_src (float): The source series for calculation
_length (simple int): The length for the moving average or indicator
_gamma (simple float)
_ripple (simple float)
_zerolag (simple bool)
Returns: The calculated moving average or indicator value
Removed:
Ehlers_2_Pole_High_Pass_Filter(_src, _length)
Calculates the Ehlers Two-Pole High Pass Filter
pr(_src, _length)
pr Calculates the percentage rank (PR) of a value within a range.
smma(_src, _length)
Calculates the SMMA (Smoothed Moving Average)
hullma(_src, _length)
Calculates the Hull Moving Average (HullMA)
tma(_src, _length)
Calculates the Triple Moving Average (TMA)
dema(_src, _length)
Calculates the Double Exponential Moving Average (DEMA)
tema(_src, _length)
Calculates the Triple Exponential Moving Average (TEMA)
w2ma(_src, _length)
Calculates the Normalized Double Moving Average (N2MA)
f_getfilter(_type, _src, _length)
Calculates various types of filters
Cleanup
Default Values
v3
Added:
Ehlers_Two_Pole_High_Pass_Filter(_src, _length)
Calculates the Ehlers Two-Pole High Pass Filter
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the Ehlers Two-Pole High Pass Filter
Returns: The Ehlers Two-Pole High Pass Filter value
PR(_src, _length)
PR Calculates the percentage rank (PR) of a value within a range.
Parameters:
_src (float): The source value for which the percentage rank is calculated. It rePResents the value to be ranked within the range.
_length (simple int): The _length of the range over which the percentage rank is calculated. It determines the number of bars considered for the calculation.
Returns: The percentage rank (PR) of the source value within the range, adjusted by adding 50 to the result.
SMMA(_src, _length)
Calculates the SMMA (Smoothed Moving Average)
Parameters:
_src (float): The source series for calculation
_length (simple int)
Returns: The SMMA value
HULLMA(_src, _length)
Calculates the Hull Moving Average (HULLMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the HULLMA
Returns: The HULLMA value
TMA(_src, _length)
Calculates the Triple Moving Average (TMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the TMA
Returns: The TMA value
DEMA(_src, _length)
Calculates the Double Exponential Moving Average (DEMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the DEMA
Returns: The DEMA value
TEMA(_src, _length)
Calculates the Triple Exponential Moving Average (TEMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the TEMA
Returns: The TEMA value
W2MA(_src, _length)
Calculates the Normalized Double Moving Average (N2MA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The _length of the N2MA
Returns: The N2MA value
A2RMA(_src, _length, _gamma)
Parameters:
_src (float): Source float input used for the calculation
_length (simple int): Integer value rePResenting the length of the period
_gamma (simple float): Integer value rePResenting a factor for the calculation
Returns: the value of the adaptive moving average
ARMA(_src, _length, _gamma, _zerolag)
Calculates the Autonomous Recursive Moving Average (ARMA)
Parameters:
_src (float): The source series for calculation
_length (simple int): The length for the ARMA
_gamma (simple float): The parameter for ARMA calculation
_zerolag (simple bool): Boolean flag indicating whether to use zero lag
Returns: An array containing the ARMA value and a flag indicating flatness
f_getall(_type, _src, _length, _gamma, _ripple, _zerolag)
Calculates various types of Deviations and other indicators
Parameters:
_type (simple string): The type of indicator to calculate
_src (float): The source series for calculation
_length (simple int): The length for the moving average or indicator
_gamma (simple float)
_ripple (simple float)
_zerolag (simple bool)
Returns: The calculated moving average or indicator value
Updated:
nma(_open, _close, _length)
Calculates the Normalized Moving Average (NMA)
Parameters:
_open (float): The open PRice series
_close (float): The close PRice series
_length (simple int): The _length for finding the highest and lowest values
Returns: The NMA value
ChebyshevI(_src, _length, _ripple)
Calculates the Chebyshev Type I Filter
Parameters:
_src (float)
_length (int)
_ripple (float)
Returns: The output of the Chebyshev Type I Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find and translation
ChebyshevII(_src, _length, _ripple)
Calculates the Chebyshev Type II Filter
Parameters:
_src (float)
_length (int)
_ripple (float)
Returns: The output of the Chebyshev Type II Filter
math from Pafnuti Lwowitsch Tschebyschow (1821–1894)
Thanks peacefulLizard50262 for the find
f_getma(_type, _src, _length, _gamma, _ripple, _zerolag)
Calculates various types of moving averages
Parameters:
_type (simple string): The type of indicator to calculate
_src (float): The source series for calculation
_length (simple int): The length for the moving average or indicator
_gamma (simple float)
_ripple (simple float)
_zerolag (simple bool)
Returns: The calculated moving average or indicator value
Removed:
Ehlers_2_Pole_High_Pass_Filter(_src, _length)
Calculates the Ehlers Two-Pole High Pass Filter
pr(_src, _length)
pr Calculates the percentage rank (PR) of a value within a range.
smma(_src, _length)
Calculates the SMMA (Smoothed Moving Average)
hullma(_src, _length)
Calculates the Hull Moving Average (HullMA)
tma(_src, _length)
Calculates the Triple Moving Average (TMA)
dema(_src, _length)
Calculates the Double Exponential Moving Average (DEMA)
tema(_src, _length)
Calculates the Triple Exponential Moving Average (TEMA)
w2ma(_src, _length)
Calculates the Normalized Double Moving Average (N2MA)
f_getfilter(_type, _src, _length)
Calculates various types of filters