Katana Indicators

Library "KatanaIndicators"

ADF(Lookback, Maximum_Lag, Confidence_Level)
Parameters:
Lookback (simple int)
Maximum_Lag (simple int)
Confidence_Level (simple string)

AFR(Length, Multiplier)
Parameters:
Length (simple int)
Multiplier (float)

DTS(Length, Complex_Mode)
Parameters:
Length (simple int)
Complex_Mode (bool)

GaussianRibbon(Length, Offset, Sigma)
Parameters:
Length (simple int)
Offset (simple float)
Sigma (simple float)

GKYZFNLRMA(Type_In_Source, Length, Filter_Multiplier, Filter_Period)
Parameters:
Type_In_Source (simple string)
Length (simple int)
Filter_Multiplier (float)
Filter_Period (simple int)

FDIASTSL(Type_In_Source, Length, Speed, Multiplier, Adapt)
Parameters:
Type_In_Source (simple string)
Length (simple int)
Speed (simple int)
Multiplier (float)
Adapt (bool)

KAMATrendFollower(Length)
Parameters:
Length (simple int)

RMITrendSniper(Length, Positive_Above, Negative_Below)
Parameters:
Length (simple int)
Positive_Above (simple int)
Negative_Below (simple int)

NormalizedKAMAOsc(Fast_Length, Slow_Length, Efficiency_Ratio_Period, Normalization_Lookback)
Parameters:
Fast_Length (simple int)
Slow_Length (simple int)
Efficiency_Ratio_Period (simple int)
Normalization_Lookback (simple int)

NBBP(Length)
Parameters:
Length (simple int)

WBBVS(Length, MovingAverage_Length, Type_In_MovingAverage_Type)
Parameters:
Length (simple int)
MovingAverage_Length (simple int)
Type_In_MovingAverage_Type (simple string)

AdaptiveMACD(Length, Fast_Length, Slow_Length, Signal_Length)
Parameters:
Length (simple int)
Fast_Length (simple int)
Slow_Length (simple int)
Signal_Length (simple int)

EnhancedWTOsc(Type_In_Source, Channel_Length, Avg_Length, Smooth_Length)
Parameters:
Type_In_Source (simple string)
Channel_Length (simple int)
Avg_Length (simple int)
Smooth_Length (simple int)

TrendMagic(Length)
Parameters:
Length (simple int)

TrendTrader(Length, Multiplier)
Parameters:
Length (simple int)
Multiplier (float)

KijunSenBase(Type_In_Source, Base_Length, MovingAverage_Length)
Parameters:
Type_In_Source (simple string)
Base_Length (simple int)
MovingAverage_Length (simple int)

SimpleKijunSen(Base_Length)
Parameters:
Base_Length (simple int)

RSIAGKYZDEMA(Type_In_Source, RSI_Length, Filter_Multiplier, Filter_Period)
Parameters:
Type_In_Source (simple string)
RSI_Length (simple int)
Filter_Multiplier (float)
Filter_Period (simple int)

STCcolor(Length, Fast_Length, Slow_Length, STC_Multiplier)
Parameters:
Length (simple int)
Fast_Length (simple int)
Slow_Length (simple int)
STC_Multiplier (float)

STCsimple(Length, Fast_Length, Slow_Length, STC_Multiplier)
Parameters:
Length (simple int)
Fast_Length (simple int)
Slow_Length (simple int)
STC_Multiplier (float)

STCcomplex(Length, Fast_Length, Slow_Length, STC_Multiplier)
Parameters:
Length (simple int)
Fast_Length (simple int)
Slow_Length (simple int)
STC_Multiplier (float)

SmoothedROC(ROC_Length, Smooth_Length)
Parameters:
ROC_Length (simple int)
Smooth_Length (simple int)

MedianStandardDeviation(Type_In_Source, Length, STDEV_Length)
Parameters:
Type_In_Source (simple string)
Length (simple int)
STDEV_Length (simple int)

DEMAStandardDeviation(Type_In_Source, DEMA_Length, MovingAverage_Length, STDEV_Length)
Parameters:
Type_In_Source (simple string)
DEMA_Length (simple int)
MovingAverage_Length (simple int)
STDEV_Length (simple int)

DoubleSrcStandardDeviation(Type_In_Source, MovingAverage_Length, STDEV_Length)
Parameters:
Type_In_Source (simple string)
MovingAverage_Length (simple int)
STDEV_Length (simple int)

ALMA(Type_In_Source, Length, HullMA_Length, Offset, Sigma)
Parameters:
Type_In_Source (simple string)
Length (simple int)
HullMA_Length (simple int)
Offset (simple float)
Sigma (simple float)

Stop(Type_In_Source, Length, Multiplier)
Parameters:
Type_In_Source (simple string)
Length (simple int)
Multiplier (float)

EFI(Length)
Parameters:
Length (simple int)

EMA(Length, Type_In_Source, Type_In_Source_Long, Type_In_Source_Short)
Parameters:
Length (simple int)
Type_In_Source (simple string)
Type_In_Source_Long (simple string)
Type_In_Source_Short (simple string)

DSMA(SMA_Length, DSMA_Length, Type_In_Source_Long, Type_In_Source_Short)
Parameters:
SMA_Length (simple int)
DSMA_Length (simple int)
Type_In_Source_Long (simple string)
Type_In_Source_Short (simple string)

MedianMLclose(Length, Type_In_Source, Median_Length)
Parameters:
Length (simple int)
Type_In_Source (simple string)
Median_Length (simple int)

LSMAatr(Length, Type_In_Source, ATR_Length, Type_In_Source_Long, Type_In_Source_Short)
Parameters:
Length (simple int)
Type_In_Source (simple string)
ATR_Length (simple int)
Type_In_Source_Long (simple string)
Type_In_Source_Short (simple string)

LSMA(Length)
Parameters:
Length (simple int)

ZScore(Source, Lookback)
Parameters:
Source (float)
Lookback (simple int)

Phát hành các Ghi chú

v2

Added:
SimpleZScore(Source, Lookback)
Parameters:
Source (float)
Lookback (simple int)

WhiteNoise(Type_In_Source, Noise_Length, Use_Normalization, Normalization_Lookback)
Parameters:
Type_In_Source (simple string)
Noise_Length (simple int)
Use_Normalization (bool)
Normalization_Lookback (simple int)

EnhancedLNLTrendSystem(DMI_Length, ATR_Length, EMA_Base_Length, Trend_EMA_Length)
Parameters:
DMI_Length (simple int)
ATR_Length (simple int)
EMA_Base_Length (simple int)
Trend_EMA_Length (simple int)

Removed:
ZScore(Source, Lookback)

Phát hành các Ghi chú

v3: Changed Type_In_Source from string to float.

Updated:
GKYZFNLRMA(Type_In_Source, Length, Filter_Multiplier, Filter_Period)
Parameters:
Type_In_Source (float)
Length (simple int)
Filter_Multiplier (float)
Filter_Period (simple int)

FDIASTSL(Type_In_Source, Length, Speed, Multiplier, Adapt)
Parameters:
Type_In_Source (float)
Length (simple int)
Speed (simple int)
Multiplier (float)
Adapt (bool)

KAMATrendFollower(Length, Trend_Threshold_Percentage, Trend_Threshold_Period, Trend_Smooth)
Parameters:
Length (simple int)
Trend_Threshold_Percentage (float)
Trend_Threshold_Period (simple int)
Trend_Smooth (bool)

EnhancedWTOsc(Type_In_Source, Channel_Length, Avg_Length, Smooth_Length)
Parameters:
Type_In_Source (float)
Channel_Length (simple int)
Avg_Length (simple int)
Smooth_Length (simple int)

KijunSenBase(Type_In_Source, Base_Length, MovingAverage_Length)
Parameters:
Type_In_Source (float)
Base_Length (simple int)
MovingAverage_Length (simple int)

RSIAGKYZDEMA(Type_In_Source, RSI_Length, Filter_Multiplier, Filter_Period)
Parameters:
Type_In_Source (float)
RSI_Length (simple int)
Filter_Multiplier (float)
Filter_Period (simple int)

MedianStandardDeviation(Type_In_Source, Length, STDEV_Length)
Parameters:
Type_In_Source (float)
Length (simple int)
STDEV_Length (simple int)

DEMAStandardDeviation(Type_In_Source, DEMA_Length, MovingAverage_Length, STDEV_Length)
Parameters:
Type_In_Source (float)
DEMA_Length (simple int)
MovingAverage_Length (simple int)
STDEV_Length (simple int)

DoubleSrcStandardDeviation(Type_In_Source, MovingAverage_Length, STDEV_Length)
Parameters:
Type_In_Source (float)
MovingAverage_Length (simple int)
STDEV_Length (simple int)

ALMA(Type_In_Source, Length, HullMA_Length, Offset, Sigma)
Parameters:
Type_In_Source (float)
Length (simple int)
HullMA_Length (simple int)
Offset (simple float)
Sigma (simple float)

Stop(Type_In_Source, Length, Multiplier)
Parameters:
Type_In_Source (float)
Length (simple int)
Multiplier (float)

EMA(Length, Type_In_Source, Type_In_Source_Long, Type_In_Source_Short)
Parameters:
Length (simple int)
Type_In_Source (float)
Type_In_Source_Long (float)
Type_In_Source_Short (float)

DSMA(SMA_Length, DSMA_Length, Type_In_Source_Long, Type_In_Source_Short)
Parameters:
SMA_Length (simple int)
DSMA_Length (simple int)
Type_In_Source_Long (float)
Type_In_Source_Short (float)

MedianMLclose(Length, Type_In_Source, Median_Length)
Parameters:
Length (simple int)
Type_In_Source (float)
Median_Length (simple int)

LSMAatr(Length, Type_In_Source, ATR_Length, Type_In_Source_Long, Type_In_Source_Short)
Parameters:
Length (simple int)
Type_In_Source (float)
ATR_Length (simple int)
Type_In_Source_Long (float)
Type_In_Source_Short (float)

WhiteNoise(Type_In_Source, Noise_Length, Use_Normalization, Normalization_Lookback)
Parameters:
Type_In_Source (float)
Noise_Length (simple int)
Use_Normalization (bool)
Normalization_Lookback (simple int)

Phát hành các Ghi chú

v4 LSMA fix

Phát hành các Ghi chú

v5
Fix: Kijun Sen Base

Added:
PercentileFromZScore(Z_Score)
Parameters:
Z_Score (float)

Phát hành các Ghi chú

v6

Added:
ZscoreFromPercentile(Percentile)
Parameters:
Percentile (float)

Phát hành các Ghi chú

v7

Added:
MedianSupertrend(Supertrend_Length, Supertrend_Multiplier, Median_Length)
Parameters:
Supertrend_Length (simple int)
Supertrend_Multiplier (float)
Median_Length (simple int)

LSMAforLoop(Length, A, B)
Parameters:
Length (simple int)
A (simple int)
B (simple int)

MedianForLoop(Length, A, B, Type_In_Source)
Parameters:
Length (simple int)
A (simple int)
B (simple int)
Type_In_Source (float)

Phát hành các Ghi chú

v9

Added:
KalmanFilteredRSI(Type_In_Source, Measurement_Noise, Filter_Order, RSI_Length)
Parameters:
Type_In_Source (float)
Measurement_Noise (simple float)
Filter_Order (simple int)
RSI_Length (simple int)

Phát hành các Ghi chú

v10

Phát hành các Ghi chú

v11

Added:
KalmanPriceFilter(Type_In_Source, Measurement_Noise, ATR_Length, ATR_Multiplier)
Parameters:
Type_In_Source (float)
Measurement_Noise (simple float)
ATR_Length (simple int)
ATR_Multiplier (simple float)

Phát hành các Ghi chú

v12

Added:
RollingLookback()

PerformanceMetrics(Lookback, Annualize)
Parameters:
Lookback (int)
Annualize (bool)

Phát hành các Ghi chú

v13

Updated:
RollingLookback(offset)
Parameters:
offset (bool)

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