OPEN-SOURCE SCRIPT
Pythagorean Means of Moving Averages
Telah dikemas kini
DESCRIPTION
Pythagorean Means of Moving Averages
1. Calculates a set of moving averages for high, low, close, open and typical prices, each at multiple periods.
Period values follow the Fibonacci sequence.
The "short" set includes moving average having the following periods: 5, 8, 13, 21, 34, 55, 89, 144, 233, 377.
The "mid" set includes moving average having the following periods: 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597.
The "long" set includes moving average having the following periods: 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597, 2584, 4181.
2. User selects the type of moving average: SMA, EMA, HMA, RMA, WMA, VWMA.
3. Calculates the mean of each set of moving averages.
4. User selects the type of mean to be calculated: 1) arithmetic, 2) geometric, 3) harmonic, 4) quadratic, 5) cubic. Multiple mean calculations may be displayed simultaneously, allowing for comparison.
5. Plots the mean for high, low, close, open, and typical prices.
6. User selects which plots to display: 1) high and low prices, 2) close prices, 3) open prices, and/or 4) typical prices.
7. Calculates and plots a vertical deviation from an origin mean--the mean from which the deviation is measured.
8. Deviation = origin mean x a x b^(x/y)/c.
9. User selects the deviation origin mean: 1) high and low prices plot, 2) close prices plot, or 3) typical prices plot.
10. User defines deviation variables a, b, c, x and y.
Examples of deviation:
a) Percent of the mean = 1.414213562 = 2^(1/2) = Pythagoras's constant (default).
b) Percent of the mean = 0.7071067812 = [1/sqrt(2)] = [sqrt(2)/2] = sin 45˚ = cos 45˚.
11. Displaces the plots horizontally +/- by a user defined number of periods.
PURPOSE
1. Identify price trends and potential levels of support and resistance.
CREDITS
1. "Fibonacci Moving Average" by Sofien Kaabar: two plots, each an arithmetic mean of EMAs of 1) high prices and 2) low prices, with periods 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597, 2584, 4181.
2. "Solarized" color scheme by Ethan Schoonover.
Pythagorean Means of Moving Averages
1. Calculates a set of moving averages for high, low, close, open and typical prices, each at multiple periods.
Period values follow the Fibonacci sequence.
The "short" set includes moving average having the following periods: 5, 8, 13, 21, 34, 55, 89, 144, 233, 377.
The "mid" set includes moving average having the following periods: 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597.
The "long" set includes moving average having the following periods: 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597, 2584, 4181.
2. User selects the type of moving average: SMA, EMA, HMA, RMA, WMA, VWMA.
3. Calculates the mean of each set of moving averages.
4. User selects the type of mean to be calculated: 1) arithmetic, 2) geometric, 3) harmonic, 4) quadratic, 5) cubic. Multiple mean calculations may be displayed simultaneously, allowing for comparison.
5. Plots the mean for high, low, close, open, and typical prices.
6. User selects which plots to display: 1) high and low prices, 2) close prices, 3) open prices, and/or 4) typical prices.
7. Calculates and plots a vertical deviation from an origin mean--the mean from which the deviation is measured.
8. Deviation = origin mean x a x b^(x/y)/c.
9. User selects the deviation origin mean: 1) high and low prices plot, 2) close prices plot, or 3) typical prices plot.
10. User defines deviation variables a, b, c, x and y.
Examples of deviation:
a) Percent of the mean = 1.414213562 = 2^(1/2) = Pythagoras's constant (default).
b) Percent of the mean = 0.7071067812 = [1/sqrt(2)] = [sqrt(2)/2] = sin 45˚ = cos 45˚.
11. Displaces the plots horizontally +/- by a user defined number of periods.
PURPOSE
1. Identify price trends and potential levels of support and resistance.
CREDITS
1. "Fibonacci Moving Average" by Sofien Kaabar: two plots, each an arithmetic mean of EMAs of 1) high prices and 2) low prices, with periods 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597, 2584, 4181.
2. "Solarized" color scheme by Ethan Schoonover.
Nota Keluaran
1) Added a list of mathematical constants to select as a deviation multiplier. 2) Edited script notes.
Nota Keluaran
1) updated script notes.2) removed unrelated indicators from chart.
Nota Keluaran
1. Updated constants list.Nota Keluaran
1. Added selection for period lengths based on either Fibonacci Numbers, Lucas Numbers, or Mersenne primes.Nota Keluaran
Updated variable names.Nota Keluaran
1. Added additional number sequences.Nota Keluaran
Edited script: 1) moving averages periods, 2) new number sequences, 3) new constants.Added script notes.
Nota Keluaran
1. Added option to calculate double and triple exponential moving averages. Moving average options include: SMA, EMA, DEMA, TEMA, RMA, WMA, VWMA.2. Chart displayed shows the cubic mean of EMAs having period length values equal to Mersenne prime exponents (3, 5, 7, 13, 17, 19, 31, 61, 89, 107, 127, 521, 607, 1279, 2203).
Nota Keluaran
Added some flexibility in how the plots can be adjusted:1. increase all moving averages' periods by a specified number of periods.
2. apply the above to high prices or low prices, open prices or close prices, or typical prices.
3. added the OEIS reference number next to the number sequence names within the script notes.
Nota Keluaran
1. Added more number sequences: Pell, Padovan, Perrin, Catalan, Narayana.2. Added more moving averages: Triple-EMA (TEMA), Quadruple-EMA (QEMA), Quintuple-EMA (PEMA).
Note: TEMA, QEMA, and PEMA may not display when used with "long" or "mid" lookback periods with some number sequences. If TEMA, QEMA, or PEMA do not display, select a shorter lookback period, e.g., "mid" or "short", or a number sequence having fewer periods included within the current lookback selection.
Nota Keluaran
1. Added the option to displace plots horizontally: 1) plots and deviations generated from Open, High, Low, and Close prices separately from 2) plots generated from Typical Prices. 2. Added the Jacobsthal number sequence.
Nota Keluaran
Added options to plot 2 reference moving averages and displace these +/- horizontally by a specified number of periods.Nota Keluaran
1. Added option to choose Zero Lag Exponential Moving Averages. The selected moving average type is what is used in mean calculations.2. Fixed error in mean equation script notes. Plotted mean was correct. Notes were incorrect, now corrected.
3. Change optional defaults as follows: Cubic mean of EMAs, with EMA periods equal to the Lucas Numbers. (Lucas numbers are related to Fibonacci numbers in that their ratio is also equal to the Golden Ratio.) Offset from mean of typical price (High + Low + Close) / 3 EMAs equal to 3x the Golden Ratio. Mean of typical prices is shifted forward 29 periods. Optional reference moving averages displayed are 50 and 250 EMA.
Nota Keluaran
1. Corrected a typo in period lengths2. Added more reference MAs
Nota Keluaran
Added Tillson's T3 moving average.Nota Keluaran
Added different options for source for the four reference plotsNota Keluaran
Fixed some errors in the script notes.Added fill between mean of moving averages sourcing typical prices and the same mean displaced by a specified number of periods.
Nota Keluaran
for mean of moving averages prices source, removed typical and added average which includes typical, mean, and other calculations for average price. User selects the calculation to apply.Nota Keluaran
Modified average price calculationsNota Keluaran
Removed the reference moving averages.Added an option to display or hide all of the moving averages used in the calculation of the mean of moving averages.
Additionally, these moving averages can be translated horizontally by a specified number of periods.
Nota Keluaran
Adjusted display of moving averages.Nota Keluaran
corrected an error found in previous updateNota Keluaran
1) Edited code for plot displacement.2) Edited notes.
Nota Keluaran
Edited notes.Nota Keluaran
Updated defaultsNota Keluaran
Added constants, corrected minor typos.Nota Keluaran
Changed defaults and variable names.Nota Keluaran
More typos found. These are variable names/descriptions only.Nota Keluaran
Edited defaults.Nota Keluaran
Found more typos in descriptions.Nota Keluaran
Edited script notes. Updated chart.Skrip sumber terbuka
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai sumber terbuka supaya pedagang dapat memahami dan mengesahkannya. Sorakan kepada penulis! Anda boleh menggunakan perpustakaan ini secara percuma, tetapi penggunaan semula kod dalam penerbitan ini adalah dikawal oleh Peraturan dalaman. Anda boleh menyukainya untuk menggunakannya pada carta.
Ingin menggunakan skrip ini pada carta?
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.