PINE LIBRARY
TAExt
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Library "TAExt"
Indicator functions can be used in other indicators and strategies. This will be extended by time with indicators I use in my strategies and studies.
atrwo(length, stdev_length, stdev_mult) ATR without outliers
Parameters:
length: The length of the ATR
stdev_length: The length of the standard deviation, used for detecting outliers
stdev_mult: The multiplier of the standard deviation, used for detecting outliers
Returns: The ATR value
atrwma(src, period, type, atr_length, stdev_length, stdev_mult) ATR without outlier weighted moving average
Parameters:
src: The source of the moving average
period: The period of the moving average
type: The type of the moving average, possible values: SMA, EMA, RMA
atr_length: The length of the ATR
stdev_length: The length of the standard deviation, used for detecting outliers
stdev_mult: The multiplier of the standard deviation, used for detecting outliers
Returns: The moving average value
jma(src, period, phase, power) Jurik Moving Average
Parameters:
src: The source of the moving average
period: The period of the moving average calculation
phase: The phase of jurik MA calculation (-100..100)
power: The power of jurik MA calculation
Returns: The Jurik MA series
anyma(src, period, type, offset, sigma, phase, power) Moving Average by type
Parameters:
src: The source of the moving average
period: The period of the moving average calculation
type: The type of the moving average
offset: Used only by ALMA, it is the ALMA offset
sigma: Used only by ALMA, it is the ALMA sigma
phase: The phase of jurik MA calculation (-100..100)
power: The power of jurik MA calculation
Returns: The moving average series
wae(macd_src, macd_fast_length, macd_slow_length, macd_sensitivity, bb_base_src, bb_upper_src, bb_lower_src, bb_length, bb_mult, dead_zone_length, dead_zone_mult) Waddah Attar Explosion (WAE)
Parameters:
macd_src: The source series used by MACD
macd_fast_length: The fast MA length of the MACD
macd_slow_length: The slow MA length of the MACD
macd_sensitivity: The MACD diff multiplier
bb_base_src: The source used by stdev
bb_upper_src: The source used by the upper Bollinger Band
bb_lower_src: The source used by the lower Bollinger Band
bb_length: The lenth for Bollinger Bands
bb_mult: The multiplier for Bollinger Bands
dead_zone_length: The ATR length for dead zone calculation
dead_zone_mult: The ATR multiplier for dead zone
Returns: [float up, float down, float explosion, float dead_zone]
ssl(length, high_src, low_src) Semaphore Signal Level channel (SSL)
Parameters:
length: The length of the moving average
high_src: Source of the high moving average
low_src: Source of the low moving average
Returns: [ssl_up, ssl_down]
adx(atr_length, di_length, adx_length, high_src, low_src, atr_ma_type, di_ma_type, adx_ma_type) Average Directional Index + Direction Movement Index (ADX + DMI)
Parameters:
atr_length: The length of ATR
di_length: DI plus and minus smoothing length
adx_length: ADX smoothing length
high_src: Source of the high moving average
low_src: Source of the low moving average
atr_ma_type: MA type of the ATR calculation
di_ma_type: MA type of the DI calculation
adx_ma_type: MA type of the ADX calculation
Returns: [plus, minus, adx]
Indicator functions can be used in other indicators and strategies. This will be extended by time with indicators I use in my strategies and studies.
atrwo(length, stdev_length, stdev_mult) ATR without outliers
Parameters:
length: The length of the ATR
stdev_length: The length of the standard deviation, used for detecting outliers
stdev_mult: The multiplier of the standard deviation, used for detecting outliers
Returns: The ATR value
atrwma(src, period, type, atr_length, stdev_length, stdev_mult) ATR without outlier weighted moving average
Parameters:
src: The source of the moving average
period: The period of the moving average
type: The type of the moving average, possible values: SMA, EMA, RMA
atr_length: The length of the ATR
stdev_length: The length of the standard deviation, used for detecting outliers
stdev_mult: The multiplier of the standard deviation, used for detecting outliers
Returns: The moving average value
jma(src, period, phase, power) Jurik Moving Average
Parameters:
src: The source of the moving average
period: The period of the moving average calculation
phase: The phase of jurik MA calculation (-100..100)
power: The power of jurik MA calculation
Returns: The Jurik MA series
anyma(src, period, type, offset, sigma, phase, power) Moving Average by type
Parameters:
src: The source of the moving average
period: The period of the moving average calculation
type: The type of the moving average
offset: Used only by ALMA, it is the ALMA offset
sigma: Used only by ALMA, it is the ALMA sigma
phase: The phase of jurik MA calculation (-100..100)
power: The power of jurik MA calculation
Returns: The moving average series
wae(macd_src, macd_fast_length, macd_slow_length, macd_sensitivity, bb_base_src, bb_upper_src, bb_lower_src, bb_length, bb_mult, dead_zone_length, dead_zone_mult) Waddah Attar Explosion (WAE)
Parameters:
macd_src: The source series used by MACD
macd_fast_length: The fast MA length of the MACD
macd_slow_length: The slow MA length of the MACD
macd_sensitivity: The MACD diff multiplier
bb_base_src: The source used by stdev
bb_upper_src: The source used by the upper Bollinger Band
bb_lower_src: The source used by the lower Bollinger Band
bb_length: The lenth for Bollinger Bands
bb_mult: The multiplier for Bollinger Bands
dead_zone_length: The ATR length for dead zone calculation
dead_zone_mult: The ATR multiplier for dead zone
Returns: [float up, float down, float explosion, float dead_zone]
ssl(length, high_src, low_src) Semaphore Signal Level channel (SSL)
Parameters:
length: The length of the moving average
high_src: Source of the high moving average
low_src: Source of the low moving average
Returns: [ssl_up, ssl_down]
adx(atr_length, di_length, adx_length, high_src, low_src, atr_ma_type, di_ma_type, adx_ma_type) Average Directional Index + Direction Movement Index (ADX + DMI)
Parameters:
atr_length: The length of ATR
di_length: DI plus and minus smoothing length
adx_length: ADX smoothing length
high_src: Source of the high moving average
low_src: Source of the low moving average
atr_ma_type: MA type of the ATR calculation
di_ma_type: MA type of the DI calculation
adx_ma_type: MA type of the ADX calculation
Returns: [plus, minus, adx]
Notes de version
v2Updated:
ssl(length, src, high_src, low_src) Semaphore Signal Level channel (SSL)
Parameters:
length: The length of the moving average
src: Source of compare
high_src: Source of the high moving average
low_src: Source of the low moving average
Returns: [ssl_up, ssl_down]
Notes de version
v3- Added SWMA to moving averages
- Choppiness index functions, one with ATRWO and one with STDev
Added:
chop(length, atr_length, stdev_length, stdev_mult) Choppiness Index (CHOP) using ATRWO
Parameters:
length: The sum and highest/lowest length
atr_length: The length of the ATR
stdev_length: The length of the standard deviation, used for detecting outliers
stdev_mult: The multiplier of the standard deviation, used for detecting outliers
Returns: The choppiness value
chop_stdev(length, src, stdev_length) Choppiness Index (CHOP) using stdev instead of ATR
Parameters:
length: The sum and highest/lowest length
src: The source of the stdev
stdev_length: The length of the stdev calculation
Returns: The choppiness value
Notes de version
v4- Ability to use different moving averages for ATR
- SSMA and DONCHIAN support for anyma function
- Keltner Channels function with trend detection
Added:
kc(length, atr_length, mult, base_src, upper_src, lower_src, base_ma_type, upper_ma_type, lower_ma_type, stdev_length, stdev_mult) Keltner Channels (KC)
Parameters:
length: The length of moving averages
atr_length: The ATR length, the ATR is used to shift the upper and lower bands
mult: The ATR multiplier
base_src: Source of the base line
upper_src: Source of the upper line
lower_src: Source of the lower line
base_ma_type: The MA type of the base line
upper_ma_type: The MA type of the upper line
lower_ma_type: The MA type of the lower line
stdev_length: The length of the standard deviation, used for detecting outliers
stdev_mult: The multiplier of the standard deviation, used for detecting outliers
@retrurns [base, lower, upper]
kc_trend(base, upper, lower, lookback) Keltner Channel Trend
Parameters:
base: The base value returned by kc function
upper: The upper value returned by kc function
lower: The lower value returned by kc function
lookback: Howmany timestaps to look back to determine the trend
Returns: [uptrend, downtrend, base_uptrend, lower_uptrend, upper_uptrend]
Updated:
jma(src, length, phase, power) Jurik Moving Average
Parameters:
src: The source of the moving average
length: The length of the moving average calculation
phase: The phase of jurik MA calculation (-100..100)
power: The power of jurik MA calculation
Returns: The Jurik MA series
atrwo(length, stdev_length, stdev_mult, ma_type) ATR without outliers
Parameters:
length: The length of the ATR smoothing
stdev_length: The length of the standard deviation, used for detecting outliers
stdev_mult: The multiplier of the standard deviation, used for detecting outliers
ma_type: The moving average type used for smoothing
Returns: The ATR value
atrwma(src, length, type, atr_length, stdev_length, stdev_mult) ATR without outlier weighted moving average
Parameters:
src: The source of the moving average
length: The length of the moving average
type: The type of the moving average, possible values: SMA, EMA, RMA
atr_length: The length of the ATR
stdev_length: The length of the standard deviation, used for detecting outliers
stdev_mult: The multiplier of the standard deviation, used for detecting outliers
Returns: The moving average series
anyma(src, length, type, offset, sigma, phase, power) Moving Average by type
Parameters:
src: The source of the moving average
length: The length of the moving average calculation
type: The type of the moving average
offset: Used only by ALMA, it is the ALMA offset
sigma: Used only by ALMA, it is the ALMA sigma
phase: The phase of jurik MA calculation (-100..100)
power: The power of jurik MA calculation
Returns: The moving average series
Notes de version
v5- Supertrend indicator (based on Keltner Channel)s, and also very flexible
- Smoothed Heiken Ashi which can use before and after smoothing moving average
Added:
supertrend(upper, lower, compare_src, returns) Supertrend, calculated from above "kc" (Keltner Channel Function)
Parameters:
upper: The upper value returned by kc function
lower: The lower value returned by kc function
compare_src: Source of the base line
returns: [supertrend, direction]
heiken_ashi(smooth_length, smooth_ma_type, after_smooth_length, after_smooth_ma_type, src_open, src_high, src_low, src_close) Heiken Ashi (Smoothed) Candle
Parameters:
smooth_length: Smooth length before heiken ashi calculation
smooth_ma_type: Type of smoothing MA before heiken ashi calculation
after_smooth_length: Smooth length after
after_smooth_ma_type: Smooth MA type after
src_open: Sourve of open
src_high: Source of high
src_low: Source of low
src_close: Source of close
Returns: [open, high, low, close]
Notes de version
v6- Fixed start of supertrend
- Added ATRWO to ADX
- Added ATR MA type parameter to chop
Updated:
adx(atr_length, di_length, adx_length, high_src, low_src, atr_ma_type, di_ma_type, adx_ma_type, atr_stdev_length, atr_stdev_mult) Average Directional Index + Direction Movement Index (ADX + DMI)
Parameters:
atr_length: The length of ATR
di_length: DI plus and minus smoothing length
adx_length: ADX smoothing length
high_src: Source of the high moving average
low_src: Source of the low moving average
atr_ma_type: MA type of the ATR calculation
di_ma_type: MA type of the DI calculation
adx_ma_type: MA type of the ADX calculation
atr_stdev_length: The length of the standard deviation, used for detecting outliers
atr_stdev_mult: The multiplier of the standard deviation, used for detecting outliers
Returns: [plus, minus, adx]
chop(length, atr_length, stdev_length, stdev_mult, ma_type) Choppiness Index (CHOP) using ATRWO
Parameters:
length: The sum and highest/lowest length
atr_length: The length of the ATR
stdev_length: The length of the standard deviation, used for detecting outliers
stdev_mult: The multiplier of the standard deviation, used for detecting outliers
ma_type: The MA type of ATR
Returns: The choppiness value
Notes de version
v7Fixed: DEMA and TEMA, now they have the same results as TradingView ones
Added:
slope_per_atr(src, lookback, atr_length, stdev_length, stdev_mult, atr_ma_type) Slope per ATR, it is a slope, that can be used across multiple assets
Parameters:
src: The Source of slope
lookback: How many timestaps to look back
atr_length: The length of the TR smoothing
stdev_length: The length of the standard deviation, used for detecting outliers
stdev_mult: The multiplier of the standard deviation, used for detecting outliers
atr_ma_type: The moving average type used for smoothing
Returns: The slope value
angle(src, lookback, atr_length, stdev_length, stdev_mult, atr_ma_type) Angle of Slope per ATR
Parameters:
src: The Source of slope
lookback: How many timestaps to look back
atr_length: The length of the TR smoothing
stdev_length: The length of the standard deviation, used for detecting outliers
stdev_mult: The multiplier of the standard deviation, used for detecting outliers
atr_ma_type: The moving average type used for smoothing
Returns: The slope value
Notes de version
v8Fix: anyma DONCHAIN uses src
Notes de version
v9Added:
macd(fast_src, slow_src, fast_ma_type, slow_ma_type, fast_length, slow_length, signal_ma_type, signal_length) Moving Average Convergence Divergence (MACD)
Parameters:
fast_src: The source series used by MACD fast
slow_src: The source series used by MACD slow
fast_ma_type: The MA type for the MACD
slow_ma_type: The MA type for the MACD
fast_length: The fast MA length of the MACD
slow_length: The slow MA length of the MACD
signal_ma_type: The MA type for the MACD signal
signal_length: The signal MA length of the MACD
Notes de version
v10Added:
swinghl(use_ha_candle)
Calculate recent swing high and low from Heiken Ashi candle reverse points
Parameters:
use_ha_candle: If true, use HA candle open/close to swing high/low instead of normal high/low
Fixed:
- JMA warming period
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