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Katana Indicators

299
Library "KatanaIndicators"

ADF(Lookback, Maximum_Lag, Confidence_Level)
  Parameters:
    Lookback (simple int)
    Maximum_Lag (simple int)
    Confidence_Level (simple string)

AFR(Length, Multiplier)
  Parameters:
    Length (simple int)
    Multiplier (float)

DTS(Length, Complex_Mode)
  Parameters:
    Length (simple int)
    Complex_Mode (bool)

GaussianRibbon(Length, Offset, Sigma)
  Parameters:
    Length (simple int)
    Offset (simple float)
    Sigma (simple float)

GKYZFNLRMA(Type_In_Source, Length, Filter_Multiplier, Filter_Period)
  Parameters:
    Type_In_Source (simple string)
    Length (simple int)
    Filter_Multiplier (float)
    Filter_Period (simple int)

FDIASTSL(Type_In_Source, Length, Speed, Multiplier, Adapt)
  Parameters:
    Type_In_Source (simple string)
    Length (simple int)
    Speed (simple int)
    Multiplier (float)
    Adapt (bool)

KAMATrendFollower(Length)
  Parameters:
    Length (simple int)

RMITrendSniper(Length, Positive_Above, Negative_Below)
  Parameters:
    Length (simple int)
    Positive_Above (simple int)
    Negative_Below (simple int)

NormalizedKAMAOsc(Fast_Length, Slow_Length, Efficiency_Ratio_Period, Normalization_Lookback)
  Parameters:
    Fast_Length (simple int)
    Slow_Length (simple int)
    Efficiency_Ratio_Period (simple int)
    Normalization_Lookback (simple int)

NBBP(Length)
  Parameters:
    Length (simple int)

WBBVS(Length, MovingAverage_Length, Type_In_MovingAverage_Type)
  Parameters:
    Length (simple int)
    MovingAverage_Length (simple int)
    Type_In_MovingAverage_Type (simple string)

AdaptiveMACD(Length, Fast_Length, Slow_Length, Signal_Length)
  Parameters:
    Length (simple int)
    Fast_Length (simple int)
    Slow_Length (simple int)
    Signal_Length (simple int)

EnhancedWTOsc(Type_In_Source, Channel_Length, Avg_Length, Smooth_Length)
  Parameters:
    Type_In_Source (simple string)
    Channel_Length (simple int)
    Avg_Length (simple int)
    Smooth_Length (simple int)

TrendMagic(Length)
  Parameters:
    Length (simple int)

TrendTrader(Length, Multiplier)
  Parameters:
    Length (simple int)
    Multiplier (float)

KijunSenBase(Type_In_Source, Base_Length, MovingAverage_Length)
  Parameters:
    Type_In_Source (simple string)
    Base_Length (simple int)
    MovingAverage_Length (simple int)

SimpleKijunSen(Base_Length)
  Parameters:
    Base_Length (simple int)

RSIAGKYZDEMA(Type_In_Source, RSI_Length, Filter_Multiplier, Filter_Period)
  Parameters:
    Type_In_Source (simple string)
    RSI_Length (simple int)
    Filter_Multiplier (float)
    Filter_Period (simple int)

STCcolor(Length, Fast_Length, Slow_Length, STC_Multiplier)
  Parameters:
    Length (simple int)
    Fast_Length (simple int)
    Slow_Length (simple int)
    STC_Multiplier (float)

STCsimple(Length, Fast_Length, Slow_Length, STC_Multiplier)
  Parameters:
    Length (simple int)
    Fast_Length (simple int)
    Slow_Length (simple int)
    STC_Multiplier (float)

STCcomplex(Length, Fast_Length, Slow_Length, STC_Multiplier)
  Parameters:
    Length (simple int)
    Fast_Length (simple int)
    Slow_Length (simple int)
    STC_Multiplier (float)

SmoothedROC(ROC_Length, Smooth_Length)
  Parameters:
    ROC_Length (simple int)
    Smooth_Length (simple int)

MedianStandardDeviation(Type_In_Source, Length, STDEV_Length)
  Parameters:
    Type_In_Source (simple string)
    Length (simple int)
    STDEV_Length (simple int)

DEMAStandardDeviation(Type_In_Source, DEMA_Length, MovingAverage_Length, STDEV_Length)
  Parameters:
    Type_In_Source (simple string)
    DEMA_Length (simple int)
    MovingAverage_Length (simple int)
    STDEV_Length (simple int)

DoubleSrcStandardDeviation(Type_In_Source, MovingAverage_Length, STDEV_Length)
  Parameters:
    Type_In_Source (simple string)
    MovingAverage_Length (simple int)
    STDEV_Length (simple int)

ALMA(Type_In_Source, Length, HullMA_Length, Offset, Sigma)
  Parameters:
    Type_In_Source (simple string)
    Length (simple int)
    HullMA_Length (simple int)
    Offset (simple float)
    Sigma (simple float)

Stop(Type_In_Source, Length, Multiplier)
  Parameters:
    Type_In_Source (simple string)
    Length (simple int)
    Multiplier (float)

EFI(Length)
  Parameters:
    Length (simple int)

EMA(Length, Type_In_Source, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    Length (simple int)
    Type_In_Source (simple string)
    Type_In_Source_Long (simple string)
    Type_In_Source_Short (simple string)

DSMA(SMA_Length, DSMA_Length, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    SMA_Length (simple int)
    DSMA_Length (simple int)
    Type_In_Source_Long (simple string)
    Type_In_Source_Short (simple string)

MedianMLclose(Length, Type_In_Source, Median_Length)
  Parameters:
    Length (simple int)
    Type_In_Source (simple string)
    Median_Length (simple int)

LSMAatr(Length, Type_In_Source, ATR_Length, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    Length (simple int)
    Type_In_Source (simple string)
    ATR_Length (simple int)
    Type_In_Source_Long (simple string)
    Type_In_Source_Short (simple string)

LSMA(Length)
  Parameters:
    Length (simple int)

ZScore(Source, Lookback)
  Parameters:
    Source (float)
    Lookback (simple int)
Notes de version
v2

Added:
SimpleZScore(Source, Lookback)
  Parameters:
    Source (float)
    Lookback (simple int)

WhiteNoise(Type_In_Source, Noise_Length, Use_Normalization, Normalization_Lookback)
  Parameters:
    Type_In_Source (simple string)
    Noise_Length (simple int)
    Use_Normalization (bool)
    Normalization_Lookback (simple int)

EnhancedLNLTrendSystem(DMI_Length, ATR_Length, EMA_Base_Length, Trend_EMA_Length)
  Parameters:
    DMI_Length (simple int)
    ATR_Length (simple int)
    EMA_Base_Length (simple int)
    Trend_EMA_Length (simple int)

Removed:
ZScore(Source, Lookback)
Notes de version
v3: Changed Type_In_Source from string to float.

Updated:
GKYZFNLRMA(Type_In_Source, Length, Filter_Multiplier, Filter_Period)
  Parameters:
    Type_In_Source (float)
    Length (simple int)
    Filter_Multiplier (float)
    Filter_Period (simple int)

FDIASTSL(Type_In_Source, Length, Speed, Multiplier, Adapt)
  Parameters:
    Type_In_Source (float)
    Length (simple int)
    Speed (simple int)
    Multiplier (float)
    Adapt (bool)

KAMATrendFollower(Length, Trend_Threshold_Percentage, Trend_Threshold_Period, Trend_Smooth)
  Parameters:
    Length (simple int)
    Trend_Threshold_Percentage (float)
    Trend_Threshold_Period (simple int)
    Trend_Smooth (bool)

EnhancedWTOsc(Type_In_Source, Channel_Length, Avg_Length, Smooth_Length)
  Parameters:
    Type_In_Source (float)
    Channel_Length (simple int)
    Avg_Length (simple int)
    Smooth_Length (simple int)

KijunSenBase(Type_In_Source, Base_Length, MovingAverage_Length)
  Parameters:
    Type_In_Source (float)
    Base_Length (simple int)
    MovingAverage_Length (simple int)

RSIAGKYZDEMA(Type_In_Source, RSI_Length, Filter_Multiplier, Filter_Period)
  Parameters:
    Type_In_Source (float)
    RSI_Length (simple int)
    Filter_Multiplier (float)
    Filter_Period (simple int)

MedianStandardDeviation(Type_In_Source, Length, STDEV_Length)
  Parameters:
    Type_In_Source (float)
    Length (simple int)
    STDEV_Length (simple int)

DEMAStandardDeviation(Type_In_Source, DEMA_Length, MovingAverage_Length, STDEV_Length)
  Parameters:
    Type_In_Source (float)
    DEMA_Length (simple int)
    MovingAverage_Length (simple int)
    STDEV_Length (simple int)

DoubleSrcStandardDeviation(Type_In_Source, MovingAverage_Length, STDEV_Length)
  Parameters:
    Type_In_Source (float)
    MovingAverage_Length (simple int)
    STDEV_Length (simple int)

ALMA(Type_In_Source, Length, HullMA_Length, Offset, Sigma)
  Parameters:
    Type_In_Source (float)
    Length (simple int)
    HullMA_Length (simple int)
    Offset (simple float)
    Sigma (simple float)

Stop(Type_In_Source, Length, Multiplier)
  Parameters:
    Type_In_Source (float)
    Length (simple int)
    Multiplier (float)

EMA(Length, Type_In_Source, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    Length (simple int)
    Type_In_Source (float)
    Type_In_Source_Long (float)
    Type_In_Source_Short (float)

DSMA(SMA_Length, DSMA_Length, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    SMA_Length (simple int)
    DSMA_Length (simple int)
    Type_In_Source_Long (float)
    Type_In_Source_Short (float)

MedianMLclose(Length, Type_In_Source, Median_Length)
  Parameters:
    Length (simple int)
    Type_In_Source (float)
    Median_Length (simple int)

LSMAatr(Length, Type_In_Source, ATR_Length, Type_In_Source_Long, Type_In_Source_Short)
  Parameters:
    Length (simple int)
    Type_In_Source (float)
    ATR_Length (simple int)
    Type_In_Source_Long (float)
    Type_In_Source_Short (float)

WhiteNoise(Type_In_Source, Noise_Length, Use_Normalization, Normalization_Lookback)
  Parameters:
    Type_In_Source (float)
    Noise_Length (simple int)
    Use_Normalization (bool)
    Normalization_Lookback (simple int)
Notes de version
v4 LSMA fix
Notes de version
v5
Fix: Kijun Sen Base

Added:
PercentileFromZScore(Z_Score)
  Parameters:
    Z_Score (float)
Notes de version
v6

Added:
ZscoreFromPercentile(Percentile)
  Parameters:
    Percentile (float)
Notes de version
v7

Added:
MedianSupertrend(Supertrend_Length, Supertrend_Multiplier, Median_Length)
  Parameters:
    Supertrend_Length (simple int)
    Supertrend_Multiplier (float)
    Median_Length (simple int)

LSMAforLoop(Length, A, B)
  Parameters:
    Length (simple int)
    A (simple int)
    B (simple int)

MedianForLoop(Length, A, B, Type_In_Source)
  Parameters:
    Length (simple int)
    A (simple int)
    B (simple int)
    Type_In_Source (float)
Notes de version
v8
Notes de version
v9

Added:
KalmanFilteredRSI(Type_In_Source, Measurement_Noise, Filter_Order, RSI_Length)
  Parameters:
    Type_In_Source (float)
    Measurement_Noise (simple float)
    Filter_Order (simple int)
    RSI_Length (simple int)
Notes de version
v10
Notes de version
v11

Added:
KalmanPriceFilter(Type_In_Source, Measurement_Noise, ATR_Length, ATR_Multiplier)
  Parameters:
    Type_In_Source (float)
    Measurement_Noise (simple float)
    ATR_Length (simple int)
    ATR_Multiplier (simple float)
Notes de version
v12

Added:
RollingLookback()

PerformanceMetrics(Lookback, Annualize)
  Parameters:
    Lookback (int)
    Annualize (bool)
Notes de version
v13

Updated:
RollingLookback(offset)
  Parameters:
    offset (bool)

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