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]
Информация о релизе
v2
Updated: 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]
Информация о релизе
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
Информация о релизе
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
Информация о релизе
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]
Информация о релизе
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
Информация о релизе
v7 Fixed: 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
Информация о релизе
v8 Fix: anyma DONCHAIN uses src
Информация о релизе
v9
Added: 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
Информация о релизе
v10
Added: 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
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