Momentum
Contains utilities varying algorithms for measuring momentum.
simple(fast, slow, src, fastType, slowType) Derives momentum from two moving averages of different lengths.
Parameters:
fast: The length of the fast moving average.
slow: The length of the slow moving average.
src: The series to measure from. Default is 'close'.
fastType: The type of moving average the fast should use. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
slowType: The type of moving average the slow should use. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
stochRSI(fast, fast, rsiLen, stochLen, src, kmode) Returns the K and D values of a Stochastic RSI. Allows for different moving averages to produce the K value.
Parameters:
fast: The length to average the stochastic.
fast: The length to smooth out K and produce D.
rsiLen: The length of the RSI.
stochLen: The length of stochastic.
src: The series to measure from. Default is 'close'.
kmode: The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
Returns: [K, D]
macd(fast, slow, signal, src, fastType, slowType, slowType) Same as well-known MACD formula but allows for different moving averages types to be used.
Parameters:
fast: The length of the fast moving average.
slow: The length of the slow moving average.
signal: The length of average to applied to smooth out the signal.
src: The series to measure from. Default is 'close'.
fastType: The type of moving average the fast should use. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
slowType: The type of moving average the slow should use. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
slowType: The type of moving average the signal should use. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
Returns: [macd, signal, histogram]
Added:
changeNormalized(src, len) Returns the 'change' (current - previous) in value normalized by standard deviation measured by the provided length.
Parameters:
src: The series to measure changes.
len: The number of bars to measure the standard deviation.
Updated:
changeNormalized(src, len) Returns the 'change' (current - previous) in value normalized by standard deviation measured by the provided length.
Parameters:
src: The series to measure changes.
len: The number of bars to measure the standard deviation.
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Haftungsausschluss
Pine Bibliothek
Ganz im Sinne von TradingView hat dieser Autor seinen/ihren Pine Code als Open-Source-Bibliothek veröffentlicht. Auf diese Weise können nun auch andere Pine-Programmierer aus unserer Community den Code verwenden. Vielen Dank an den Autor! Sie können diese Bibliothek privat oder in anderen Open-Source-Veröffentlichungen verwenden. Die Nutzung dieses Codes in einer Veröffentlichung wird in unseren Hausregeln reguliert.