Customizable MACD - let's tune! This approach let you specify not only lengths and price source but also a type of used movings for the fast, slow and signal lines.
Here is the list of all available movings:
ALMA (Arnaud Legoux)
ARSI (Adaptive RSI)
DEMA (Double Exponential)
EMA (Exponential)
FRAMA ( Fractal Adaptive)
HMA (Hull)
LSQMA (Least Squares)
LWMA (Linear Weighted)
MD (McGinley Dynamic)
REMA (Regularized Exponential)
RMA (EMA with alpha = length - 1)
SMA (Simple)
SMMA (Smoothed)
TEMA (Triple Exponential)
TMA (Triangular)
T3
VIDYA (Variable Index Dynamic)
VWMA ( Volume Weighted)
WMA (Weighted)
WWMA (Welles Wilder’s Moving Average, EMA with alpha = 1 / length)
ZLEMA (Zero Lag Exponential)
版本注释
Add EVWMA (Elastic Volume Weighted). Fix KAMA calculation. Add params for ALMA, KAMA, MD, REMA, T3.
版本注释
Rename RMA to WMMA (Wilder's Modified MA, i.e. EMA with alpha = 1 / emaLength)