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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/trends_IIR/mavp/Mavp.md
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| **PineScript** | [mavp.pine](mavp.pine) |
- MAVP applies an EMA-style exponential smoothing where the period -- and therefore the smoothing constant alpha -- changes on every bar.
- Parameterized by `minperiod` (default 2), `maxperiod` (default 30).
- Output range: Tracks input.
- Requires `maxPeriod` bars of warmup before first valid output (IsHot = true).
- **Similar:** [KAMA](../kama/kama.md), [VIDYA](../vidya/vidya.md) | **Complementary:** Adaptive period selection | **Trading note:** MA with Variable Period; dynamically adjusts lookback period.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
## Introduction
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- Kaufman, P. J. (2013). *Trading Systems and Methods*, 5th Ed. Wiley. Discusses adaptive moving averages.
- TA-Lib documentation: [MAVP - Moving Average with Variable Period](https://ta-lib.org/function.html)
- Ehlers, J. F. (2001). *Rocket Science for Traders*. Wiley. Adaptive smoothing with variable alpha.
- Ehlers, J. F. (2001). *Rocket Science for Traders*. Wiley. Adaptive smoothing with variable alpha.