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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
34 lines
822 B
Plaintext
34 lines
822 B
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Cumulative Moving Average", "CMA", overlay=true)
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//@function Calculates Cumulative Moving Average (Running Average / Cumulative Mean)
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//@param source Series to calculate CMA from
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//@returns CMA value - running mean of all historical values
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cma(series float source) =>
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// Persistent state
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var float mean = 0.0
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var int count = 0
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float val = nz(source, mean)
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count += 1
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// Welford's algorithm: M_n = M_(n-1) + alpha * (x_n - M_(n-1))
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float alpha = 1.0 / count
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float delta = val - mean
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mean := mean + alpha * delta
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mean
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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// Calculation
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cma_value = cma(i_source)
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// Plot
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plot(cma_value, "CMA", color=color.yellow, linewidth=2)
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