Adaptive_Length

Library "Adaptive_Length"
This library contains functions to calculate Adaptive dynamic length which can be used in Moving Averages and other indicators.
Two Exponential Moving Averages (EMA) are plotted. Coloring in plot is derived from Chikou filter and Dynamic length of MA1 is adapted using Signal output from Chikou library.

dynamic(para, adapt_Pct, minLength, maxLength) Adaptive dynamic length based on boolean parameter
Parameters:
para: Boolean parameter; if true then length would decrease and would increase if its false
adapt_Pct: Percentage adaption based on parameter
minLength: Minimum allowable length
maxLength: Maximum allowable length
Returns: Adaptive Dynamic Length based on Boolean Parameter

auto_alpha(src, a) Adaptive length based on automatic alpha calculations from source input
Parameters:
src: Price source for alpha calculations
a: Input Alpha value
Returns: Adaptive Length calculated from input price Source and Alpha

版本注释

v2 : Corrected Output of auto_alpha function to Int

版本注释

v3 : Fixed float output problem

版本注释

v4

Added:
dynamic_2(up_para, dn_para, adapt_Pct, minLength, maxLength) Adaptive dynamic length based on two boolean parameters for increasing and decreasing dynamic length seperatally with more precision
Parameters:
up_para: Boolean parameter; if true then length would decrease
dn_para: Boolean parameter; if true then length would increase
adapt_Pct: Percentage adaption based on parameter
minLength: Minimum allowable length
maxLength: Maximum allowable length
Returns: Adaptive Dynamic Length based on Two Boolean Parameters for increasing and decreasing dynamic length seperatally with more precision

版本注释

v5 : Corrected "dynamic_2" function and added a 3rd EMA using adaptive length from "dynamic_2" function.

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