TimeLockedMA

30 thg 12, 2021

Library "TimeLockedMA"
Library & function(s) which generates a moving average that stays locked to users desired time preference.

TODO - Add functionality for more moving average types. IE: smooth, weighted etc...

Example:
time_locked_ma(close, length=1, timeframe='days', type='ema')
Will generate a 1 day exponential moving average that will stay consistent across all chart intervals.

Error Handling
On small time frames with large moving averages (IE: 1min chart with a 50 week moving average), you'll get a study error that says "(function "sma") references too many candles in history".
To fix this, make sure you have timeframe="" as an indicator() header. Next, in the indicator settings, increase the timeframe from to a higher interval until the error goes away.
By default, it's set to "Chart". Bringing the interval up to 1hr will usually solve the issue.

Furthermore, adding timeframe_gaps=false to your indicator() header will give you an approximation of real-time values.

Misc Info
For time_lock_ma() setting type='na' will return the relative length value that adjusts dynamically to user's chart time interval.
This is good for plugging into other functions where a lookback or length is required. (IE: Bollinger Bands)

time_locked_ma(source, length, timeframe, type) Creates a moving average that is locked to a desired timeframe
  Parameters:
    source: float, Moving average source
    length: int, Moving average length
    timeframe: string, Desired timeframe. Use: "minutes", "hours", "days", "weeks", "months", "chart"
    type: string, string Moving average type. Use "SMA" (default) or "EMA". Value of "NA" will return relative lookback length.
  Returns: moving average that is locked to desired timeframe.

timeframe_convert(t, a, b) Converts timeframe to desired timeframe. From a --> b
  Parameters:
    t: int, Time interval
    a: string, Time period
    b: string, Time period to convert to
  Returns: Converted timeframe value

chart_time(timeframe_period, timeframe_multiplier) Separates timeframe.period function and returns chart interval and period
  Parameters:
    timeframe_period: string, timeframe.period
    timeframe_multiplier: int, timeframe.multiplier

Enjoy :)

26 thg 3, 2022

Phát hành các Ghi chú

v2 - Added wma, vwma, and hma