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
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
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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
リリースノート
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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
@veryfid, thanks a lot :-) there will be some more deviation methods and averages (kernels) soon. toolbox coming too (Angular in degrees, normalizing for oszillators,...)