MovingAverages

Library "MovingAverages"
Contains utilities for generating moving average values including getting a moving average by name and a function for generating a Volume-Adjusted WMA.

vawma(len, src, 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:

• len: The number of bars to measure with.
  
• src: The series to measure from. Default is 'hlc3'.
  
• volumeDefault: The default value to use when a chart has no (N/A) volume.

Returns: The volume adjusted triangular weighted moving average of the series.

getMA(mode, len, src) Generates a moving average based upon a 'mode'.
Parameters:

• mode: The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
  
• len: The number of bars to measure with.
  
• src: The series to measure from. Default is 'close'.

Returns: The volume adjusted triangular weighted moving average of the series.

Notes de version:

Library "MovingAverages"
Contains utilities for generating moving average values including getting a moving average by name and a function for generating a Volume-Adjusted WMA.

vawma(len, src, 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:

• len: The number of bars to measure with.
  
• src: The series to measure from. Default is 'hlc3'.
  
• volumeDefault: The default value to use when a chart has no (N/A) volume.

Returns: The volume adjusted triangular weighted moving average of the series.

getMA(mode, len, src) Generates a moving average based upon a 'mode'.
Parameters:

• mode: The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
  
• len: The number of bars to measure with.
  
• src: The series to measure from. Default is 'close'.

Returns: The volume adjusted triangular weighted moving average of the series.

Notes de version:

v3

• Revised to use .get() as prefix will always be present.
  
• Switched to switch statement with runtime error.
  
• Migrated to single quote standard.
  

Added:
get(type, len, src) Generates a moving average based upon a 'type'.
  Parameters:
    type: The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
    len: The number of bars to measure with.
    src: The series to measure from. Default is 'close'.
  Returns: The moving average series requested.

Removed:
getMA(mode, len, src) Generates a moving average based upon a 'mode'.

Notes de version:

v4 Added CMA

Added:
cma(n, D, C, compound) CMA is a variation of a moving average that can simulate SMA or WMA with the advantage of previous data. ifta.org/wp-content/..._ifta_journal_21.pdf
  Parameters:
    n: The number of bars to measure with.
    D: The series to measure from. Default is 'close'.
    C: The coefficient to use when averaging. 0 behaves like SMA, 1 behaves like WMA.
    compound: When true (default is false) will use a compounding method for weighting the average.

Notes de version:

v5 More robust and flexible VAWMA calculation.

Updated:
vawma(len, src, 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:
    len: The number of bars to measure with.
    src: The series to measure from. Default is 'hlc3'.
    volumeDefault: The default value to use when a chart has no (N/A) volume.
  Returns: The volume adjusted triangular weighted moving average of the series.

Notes de version:

v6 Improved robustness of moving averages and included alternates for ema, wma, and vwma.

Added:
ema(len, src) Same as ta.ema(src,len) but properly ignores NA values.
  Parameters:
    len: The number of samples to derive the average from.
    src: The series to measure from. Default is 'close'.

wma(len, src, startingWeight) Same as ta.wma(src,len) but properly ignores NA values.
  Parameters:
    len: The number of samples to derive the average from.
    src: The series to measure from. Default is 'close'.
    startingWeight: The weight to begin with when calculating the average. Higher numbers will decrease the bias.

vwma(len, src, volumeDefault) Same as ta.vwma(src,len) but properly ignores NA values.
  Parameters:
    len: The number of bars to measure with.
    src: The series to measure from. Default is 'hlc3'.
    volumeDefault: The default value to use when a chart has no (N/A) volume.

Notes de version:

v7 Fixed plot titles.

Notes de version:

v8 Simplified ema calculation.

Notes de version:

v9 Removed need for for loop from vwma.

Notes de version:

v10 Improved ema and vmwa to be more resilient.

Notes de version:

v11

Added:
rsvwma(transferRatio, releaseRatio, useTime, src, vol)
  This is experimental moving average doesn't use a period/length but instead buffers the price per share and transfers that price per share at a given ratio per bar while also releasing the previous values at a decay ratio.
  Parameters:
    transferRatio: The ratio at which buffered data is applied to the average.
    releaseRatio: The ratio at which data is released from the average.
    useTime: When true will tend to make the values consistent across timeframes.
    src: The series to measure from. Default is 'hlc3'.
    vol: The series to represent volume. The default is 'volume'.

Notes de version:

v12 Fix NA handling of rsvwma

Notes de version:

v13 Added normalizeSlope function.