MayerMultiple Price BB
This charts an indicator created by Trace Mayer with some extras.
Plots:
- Mayer Multiple (may be hard to notice, since it overlays by default and stay at the bottom...)
- Price adjusted by Mayer Multiple Average with Bollinger Bands
Moving Average Function can be selected from a list with standard functions and following experimental extras:
- Volume Weighted Exponential Moving Average
- Volume Weighted Time Decayed Moving Average // similar to vwema, but alpha is calculated from length as half-life decay function (not sure if I got that right...)
Default MA function is sma, to keep it true to the original MM indicator, but I think VWEMA and VWTDMA may perform better with exponential nature of
BTCUSD
.
Suggestions and bug reports are welcome =)
Plots:
- Mayer Multiple (may be hard to notice, since it overlays by default and stay at the bottom...)
- Price adjusted by Mayer Multiple Average with Bollinger Bands
Moving Average Function can be selected from a list with standard functions and following experimental extras:
- Volume Weighted Exponential Moving Average
- Volume Weighted Time Decayed Moving Average // similar to vwema, but alpha is calculated from length as half-life decay function (not sure if I got that right...)
Default MA function is sma, to keep it true to the original MM indicator, but I think VWEMA and VWTDMA may perform better with exponential nature of
BTCUSD
. Suggestions and bug reports are welcome =)
Versionshinweise:
- Adjusted default std deviation length
- Use same aggregate function on Mayer Multiple Average for consistency
- Use same aggregate function on Mayer Multiple Average for consistency
Versionshinweise:
Cleanup the chart =p
Versionshinweise:
Cleanup the chart (again) =p