ArrayMovingAverages

2024年11月27日

Library "ArrayMovingAverages"

This library adds several moving average methods to arrays, so you can call, eg.:

Pine Script®

method emaArray(id, length)
  Calculate Exponential Moving Average (EMA) for Arrays
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the EMA
  Returns: (array<float>) Array of EMA values

method ema(id, length)
  Get the last value of the EMA array
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the EMA
  Returns: (float) Last EMA value or na if empty

method rmaArray(id, length)
  Calculate Rolling Moving Average (RMA) for Arrays
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the RMA
  Returns: (array<float>) Array of RMA values

method rma(id, length)
  Get the last value of the RMA array
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the RMA
  Returns: (float) Last RMA value or na if empty

method smaArray(id, windowSize)
  Calculate Simple Moving Average (SMA) for Arrays
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    windowSize (int): (int) Window size for calculation, defaults to array size
  Returns: (array<float>) Array of SMA values

method sma(id, windowSize)
  Get the last value of the SMA array
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    windowSize (int): (int) Window size for calculation, defaults to array size
  Returns: (float) Last SMA value or na if empty

method wmaArray(id, windowSize)
  Calculate Weighted Moving Average (WMA) for Arrays
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    windowSize (int): (int) Window size for calculation, defaults to array size
  Returns: (array<float>) Array of WMA values

method wma(id, windowSize)
  Get the last value of the WMA array
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    windowSize (int): (int) Window size for calculation, defaults to array size
  Returns: (float) Last WMA value or na if empty

2024年12月2日

版本注释

v2

Added Hull Moving Average.

Added:
method hmaArray(id, length)
  Calculate Hull Moving Average (HMA) for Arrays
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the HMA
  Returns: (array<float>) Array of HMA values

method hma(id, length)
  Get the last value of the HMA array
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the HMA
  Returns: (float) Last HMA value or na if empty

2024年12月7日

版本注释

v3

Lots of performance updates. Please note hma is still quite slow, I'm still investigating ways to improve it.