mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-23 13:08:04 +00:00
docs: add PineScript links to all indicator .md files, docsify .pine renderer with comprehensive Prism v6 syntax highlighting
- Added PineScript row to property tables in 375 .md files linking to companion .pine files - Docsify plugin intercepts .pine link clicks, fetches and renders content as syntax-highlighted code blocks - Comprehensive Prism.languages.pine grammar covering 18 token categories: annotations, types, qualifiers, namespaces, OHLCV builtins, functions, keywords, operators - Custom CSS tokens using GitHub dark palette for Pine-specific visual differentiation
This commit is contained in:
@@ -8,8 +8,7 @@
|
||||
| **Outputs** | Single series (Adxvma) |
|
||||
| **Output range** | Tracks input |
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||||
| **Warmup** | `period * 2` bars |
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### TL;DR
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| **PineScript** | [adxvma.pine](adxvma.pine) |
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||||
- ADXVMA is an adaptive IIR filter that uses the Average Directional Index (ADX) as its smoothing constant.
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- Parameterized by `period` (default 14).
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Ahrens) |
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| **Output range** | Tracks input |
|
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| **Warmup** | `period` bars |
|
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| **PineScript** | [ahrens.pine](ahrens.pine) |
|
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| **Signature** | [ahrens_signature](ahrens_signature.md) |
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### TL;DR
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- AHRENS is a recursive IIR filter that adjusts toward the source price minus the midpoint of its current and lagged (by one period) states.
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- Parameterized by `period` (default 9).
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- Output range: Tracks input.
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Coral) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
|
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| **PineScript** | [coral.pine](coral.pine) |
|
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| **Signature** | [coral_signature](coral_signature.md) |
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### TL;DR
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- The **Coral** filter is a smooth, low-lag trend indicator that chains six cascaded EMA passes and combines stages 3–6 using polynomial coefficients...
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- Parameterized by `period`, `cd` (default 0.4).
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- Output range: Tracks input.
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Decycler) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
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| **PineScript** | [decycler.pine](decycler.pine) |
|
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| **Signature** | [decycler_signature](decycler_signature.md) |
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### TL;DR
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- The Ehlers Decycler extracts the trend component from a price series by subtracting a 2-pole Butterworth high-pass filter from the source signal.
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- Parameterized by `period` (default 60).
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- Output range: Tracks input.
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@@ -12,6 +12,7 @@
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| **Outputs** | Single series (Dema) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
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| **PineScript** | [dema.pine](dema.pine) |
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| **Signature** | [dema_signature](dema_signature.md) |
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## Key Takeaways
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Dsma) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
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| **PineScript** | [dsma.pine](dsma.pine) |
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| **Signature** | [dsma_signature](dsma_signature.md) |
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### TL;DR
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- DSMA (Deviation-Scaled Moving Average) is a volatility-adaptive trend filter that combines a Super Smoother (2-pole Butterworth IIR filter) with RM...
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- Parameterized by `period`, `scalefactor` (default 0.5).
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- Output range: Tracks input.
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@@ -12,6 +12,7 @@
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| **Outputs** | Single series (Ema) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
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| **PineScript** | [ema.pine](ema.pine) |
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| **Signature** | [ema_signature](ema_signature.md) |
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## Key Takeaways
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Frama) |
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| **Output range** | Tracks input |
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| **Warmup** | `pe` bars |
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| **PineScript** | [frama.pine](frama.pine) |
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| **Signature** | [frama_signature](frama_signature.md) |
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### TL;DR
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- FRAMA is John Ehlers' fractal adaptive moving average.
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- Parameterized by `period`.
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- Output range: Tracks input.
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Gdema) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
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| **PineScript** | [gdema.pine](gdema.pine) |
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| **Signature** | [gdema_signature](gdema_signature.md) |
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### TL;DR
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- GDEMA extends the standard DEMA (Double Exponential Moving Average) with a tunable gain factor $v$ that controls the aggressiveness of lag compensa...
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- Parameterized by `period` (default 10), `vfactor` (default 1.0).
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- Output range: Tracks input.
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Hema) |
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| **Output range** | Tracks input |
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| **Warmup** | `EstimateWarmupPeriod()` bars |
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| **PineScript** | [hema.pine](hema.pine) |
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| **Signature** | [hema_signature](hema_signature.md) |
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### TL;DR
|
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|
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- HEMA is a Hull-style moving average built entirely from **exponential smoothers**.
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- Parameterized by `period`.
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- Output range: Tracks input.
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (HOLT) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
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| **PineScript** | [holt.pine](holt.pine) |
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| **Signature** | [holt_signature](holt_signature.md) |
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### TL;DR
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- Holt's exponential smoothing extends simple exponential smoothing (EMA) by adding a second equation that explicitly tracks the local trend.
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- Parameterized by `period`, `gamma` (default 0).
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- Output range: Tracks input.
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@@ -8,11 +8,10 @@
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| **Outputs** | Single series (HTIT) |
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| **Output range** | Tracks input |
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| **Warmup** | `12` bars |
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| **PineScript** | [htit.pine](htit.pine) |
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| **Signature** | [htit_signature](htit_signature.md) |
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### TL;DR
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- HTIT (Hilbert Transform Instantaneous Trend) is a trend-following indicator that doesn't rely on simple averaging.
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- No configurable parameters; computation is stateless per bar.
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- Output range: Tracks input.
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Hwma) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
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| **PineScript** | [hwma.pine](hwma.pine) |
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| **Signature** | [hwma_signature](hwma_signature.md) |
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### TL;DR
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- HWMA is an Infinite Impulse Response (IIR) filter that applies triple exponential smoothing with level (F), velocity (V), and acceleration (A) comp...
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- Parameterized by `period` (default 10).
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- Output range: Tracks input.
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Jma) |
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| **Output range** | $-100$ to $+100$ |
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| **Warmup** | 1 bar |
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| **PineScript** | [jma.pine](jma.pine) |
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| **Signature** | [jma_signature](jma_signature.md) |
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### TL;DR
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- JMA (Jurik Moving Average) is Mark Jurik's flagship adaptive smoother, recovered through decompilation of his proprietary AmiBroker/MetaTrader bina...
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- Parameterized by `period`, `phase` (default 0), `power` (default 0.45).
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- Output range: $-100$ to $+100$.
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Kama) |
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| **Output range** | Tracks input |
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| **Warmup** | `period + 1` bars |
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| **PineScript** | [kama.pine](kama.pine) |
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| **Signature** | [kama_signature](kama_signature.md) |
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### TL;DR
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- KAMA (Kaufman's Adaptive Moving Average) is an intelligent moving average that adjusts its smoothing speed based on market noise.
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- Parameterized by `period` (default 10), `fastperiod` (default 2), `slowperiod` (default 30).
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- Output range: Tracks input.
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Lema) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
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| **PineScript** | [lema.pine](lema.pine) |
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| **Signature** | [lema_signature](lema_signature.md) |
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### TL;DR
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- LEMA (Leader EMA) adds a smoothed error correction to the standard EMA, creating a moving average that anticipates price movement.
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- Parameterized by `period`.
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- Output range: Tracks input.
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@@ -8,11 +8,10 @@
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| **Outputs** | Single series (Mama) |
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| **Output range** | Tracks input |
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| **Warmup** | `50` bars |
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| **PineScript** | [mama.pine](mama.pine) |
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| **Signature** | [mama_signature](mama_signature.md) |
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### TL;DR
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- MAMA (MESA Adaptive Moving Average) is a unique adaptive moving average that uses the Hilbert Transform to determine the phase rate of change of th...
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- Parameterized by `fastlimit` (default 0.5), `slowlimit` (default 0.05).
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- Output range: Tracks input.
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@@ -8,8 +8,7 @@
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| **Outputs** | Single series (Mavp) |
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| **Output range** | Tracks input |
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| **Warmup** | `maxPeriod` bars |
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### TL;DR
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| **PineScript** | [mavp.pine](mavp.pine) |
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- MAVP applies an EMA-style exponential smoothing where the period -- and therefore the smoothing constant alpha -- changes on every bar.
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- Parameterized by `minperiod` (default 2), `maxperiod` (default 30).
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Mcnma) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
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| **PineScript** | [mcnma.pine](mcnma.pine) |
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| **Signature** | [mcnma_signature](mcnma_signature.md) |
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### TL;DR
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- MCNMA computes $2 \times \text{TEMA}(x, N) - \text{TEMA}(\text{TEMA}(x, N), N)$, applying the DEMA lag-cancellation technique to TEMA itself.
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- Parameterized by `period`.
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- Output range: Tracks input.
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Mgdi) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
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| **PineScript** | [mgdi.pine](mgdi.pine) |
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| **Signature** | [mgdi_signature](mgdi_signature.md) |
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### TL;DR
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- MGDI (McGinley Dynamic Indicator) looks like a moving average but operates on a fundamentally different principle.
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- Parameterized by `period` (default 14), `k` (default 0.6).
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- Output range: Tracks input.
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Mma) |
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| **Output range** | Tracks input |
|
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| **Warmup** | `period` bars |
|
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| **PineScript** | [mma.pine](mma.pine) |
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| **Signature** | [mma_signature](mma_signature.md) |
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|
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### TL;DR
|
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|
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- MMA (Modified Moving Average) uses a **simple mean** as a baseline, then adds a **weighted correction** based on the position of values within the ...
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- Parameterized by `period`.
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- Output range: Tracks input.
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|
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@@ -8,10 +8,9 @@
|
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| **Outputs** | Single series (Nma) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `period` bars |
|
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| **PineScript** | [nma.pine](nma.pine) |
|
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| **Signature** | [nma_signature](nma_signature.md) |
|
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|
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### TL;DR
|
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|
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- NMA is an adaptive IIR filter whose smoothing ratio is derived from a volatility-weighted square-root kernel analysis of log-price movements over a...
|
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- Parameterized by `period`.
|
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- Output range: Tracks input.
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|
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Qema) |
|
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| **Output range** | Tracks input |
|
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| **Warmup** | `period` bars |
|
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| **PineScript** | [qema.pine](qema.pine) |
|
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| **Signature** | [qema_signature](qema_signature.md) |
|
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|
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### TL;DR
|
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|
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- QEMA (Quad Exponential Moving Average) is a zero-lag smoothing filter that cascades four EMAs with geometrically ramped alphas and combines them us...
|
||||
- Parameterized by `period`.
|
||||
- Output range: Tracks input.
|
||||
|
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@@ -8,10 +8,9 @@
|
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| **Outputs** | Single series (Rema) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `period` bars |
|
||||
| **PineScript** | [rema.pine](rema.pine) |
|
||||
| **Signature** | [rema_signature](rema_signature.md) |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- REMA (Regularized Exponential Moving Average) combines exponential smoothing with a regularization term that penalizes deviations from the previous...
|
||||
- Parameterized by `period`, `lambda` (default 0.5).
|
||||
- Output range: Tracks input.
|
||||
|
||||
@@ -8,10 +8,9 @@
|
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| **Outputs** | Single series (Rgma) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `period` bars |
|
||||
| **PineScript** | [rgma.pine](rgma.pine) |
|
||||
| **Signature** | [rgma_signature](rgma_signature.md) |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- RGMA (Recursive Gaussian Moving Average) approximates Gaussian smoothing by cascading multiple identical exponential moving averages.
|
||||
- Parameterized by `period`, `passes` (default 3).
|
||||
- Output range: Tracks input.
|
||||
|
||||
@@ -8,10 +8,9 @@
|
||||
| **Outputs** | Single series (Rma) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `ema.WarmupPeriod` bars |
|
||||
| **PineScript** | [rma.pine](rma.pine) |
|
||||
| **Signature** | [rma_signature](rma_signature.md) |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- The Running Moving Average (RMA), also known as the Smoothed Moving Average (SMMA) or Wilder's Moving Average, is the backbone of J.
|
||||
- Parameterized by `period`.
|
||||
- Output range: Tracks input.
|
||||
|
||||
@@ -8,10 +8,9 @@
|
||||
| **Outputs** | Single series (T3) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `period * 6` bars |
|
||||
| **PineScript** | [t3.pine](t3.pine) |
|
||||
| **Signature** | [t3_signature](t3_signature.md) |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- The T3 Moving Average is a hyper-smooth, low-lag filter that cascades six Exponential Moving Averages (EMAs).
|
||||
- Parameterized by `period`, `vfactor` (default 0.7).
|
||||
- Output range: Tracks input.
|
||||
|
||||
@@ -8,10 +8,9 @@
|
||||
| **Outputs** | Single series (Trama) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `period` bars |
|
||||
| **PineScript** | [trama.pine](trama.pine) |
|
||||
| **Signature** | [trama_signature](trama_signature.md) |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- TRAMA is an adaptive EMA where the smoothing factor derives from the "trend regularity" of the lookback window, measured as the fraction of bars th...
|
||||
- Parameterized by `period`.
|
||||
- Output range: Tracks input.
|
||||
|
||||
@@ -8,8 +8,7 @@
|
||||
| **Outputs** | Single series (Vama) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | 1 bar |
|
||||
|
||||
### TL;DR
|
||||
| **PineScript** | [vama.pine](vama.pine) |
|
||||
|
||||
- Most moving averages use a fixed lookback period.
|
||||
- Parameterized by `baselength` (default 20), `shortatrperiod` (default 10), `longatrperiod` (default 50), `minlength` (default 5), `maxlength` (default 100).
|
||||
|
||||
@@ -8,10 +8,9 @@
|
||||
| **Outputs** | Single series (Vidya) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `period` bars |
|
||||
| **PineScript** | [vidya.pine](vidya.pine) |
|
||||
| **Signature** | [vidya_signature](vidya_signature.md) |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- The Variable Index Dynamic Average (VIDYA) is an adaptive moving average that automatically adjusts its smoothing speed based on market volatility.
|
||||
- Parameterized by `period`.
|
||||
- Output range: Tracks input.
|
||||
|
||||
@@ -8,8 +8,7 @@
|
||||
| **Outputs** | Single series (Yzvama) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | 1 bar |
|
||||
|
||||
### TL;DR
|
||||
| **PineScript** | [yzvama.pine](yzvama.pine) |
|
||||
|
||||
- Most adaptive moving averages measure volatility using close-to-close changes (standard deviation) or high-low ranges (ATR).
|
||||
- Parameterized by `yzvshortperiod` (default 3), `yzvlongperiod` (default 50), `percentilelookback` (default 100), `minlength` (default 5), `maxlength` (default 100).
|
||||
|
||||
@@ -8,10 +8,9 @@
|
||||
| **Outputs** | Single series (Zldema) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `Math.Max(lag + 1, EstimateWarmupPeriod(beta))` bars |
|
||||
| **PineScript** | [zldema.pine](zldema.pine) |
|
||||
| **Signature** | [zldema_signature](zldema_signature.md) |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- ZLDEMA takes a standard DEMA and feeds it a **zero-lag signal**: current price minus a lagged price.
|
||||
- Parameterized by `period`.
|
||||
- Output range: Tracks input.
|
||||
|
||||
@@ -8,10 +8,9 @@
|
||||
| **Outputs** | Single series (Zlema) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `Math.Max(lag + 1, EstimateWarmupPeriod(beta))` bars |
|
||||
| **PineScript** | [zlema.pine](zlema.pine) |
|
||||
| **Signature** | [zlema_signature](zlema_signature.md) |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- ZLEMA takes a standard EMA and feeds it a **zero-lag signal**: current price minus a lagged price.
|
||||
- Parameterized by `period`.
|
||||
- Output range: Tracks input.
|
||||
|
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@@ -8,10 +8,9 @@
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| **Outputs** | Single series (Zltema) |
|
||||
| **Output range** | Tracks input |
|
||||
| **Warmup** | `Math.Max(lag + 1, EstimateWarmupPeriod(beta))` bars |
|
||||
| **PineScript** | [zltema.pine](zltema.pine) |
|
||||
| **Signature** | [zltema_signature](zltema_signature.md) |
|
||||
|
||||
### TL;DR
|
||||
|
||||
- ZLTEMA takes a standard TEMA and feeds it a **zero-lag signal**: current price minus a lagged price.
|
||||
- Parameterized by `period`.
|
||||
- Output range: Tracks input.
|
||||
|
||||
Reference in New Issue
Block a user