This is a Moving Averages pack with 5 lines. This indicator is different from others because with it you can select the MA type used in calculations for each line.
Available MA types are (currently):
SMA
EMA
WMA
VWMA
RMA
HMA
Also configurable (for each line) are data source (open, close, hlc3, etc) and period.
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Added Double Exponential Moving Average (DEMA)
Reordered input options
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Fixed my demo graph (it was showing some random things I'm testing with :D)
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Added 2 new moving averages:
Triple Exponential Moving Average (TEMA)
Zero Lag Exponential Moving Average (ZLEMA)
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Updates:
Reorganised inputs with the new (march 12) Pine updates
Added Symmetrically Weighted Moving Average (SWMA) - it does use period in the calculation, so if you select this in a certain MA line, any period set will be ignored (in that specific MA line of course)
Removed VWMA (see below why)
Added option to make moving averages volume-weighted
The Volume-Weighted Moving Average is calculated with the following (example) formula:
sma(close * volume, 20) / sma(volume, 20)
Where:
"close" is the data source, default is close but it can be set as open, high, HL2 (which means (high + low)/2), HLC3 (which means (high + low + close)/3), etc.
20 is the period example, you can type in any amount of candlesticks
So, by the same principle, it's possible to make any other moving average volume-weighted. Then VWMA was removed because it became redundant (it is exactly like SMA with volume-weighted enabled). Keep in mind: this makes the moving average lines more "rough" (it becomes much less smoothed) if enabled.
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Updates:
Some code improvements
Renamed RMA to SMMA This specific moving average is known by several different names, but the most common name is SMMA. But as some people know it by other names, I'm posting the popular ones here - RMA (Rolling Moving Average) - SMMA (Smoothed Moving Average) - Wilder's Exponential Moving Average - Adjusted Exponential Moving Average
Added option to config offset of moving averages (moving them left and right to compensate for lag)
Added Triangular Moving Average (TMA)
Welles Wilder's Moving Average (simply "Wilder's" in the options)
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Redundancy in previous update: - Welles Wilder's Moving Average (simply "Wilder's" in the options) and - RMA / SMMA are the same thing, sorry for the mistake :(