Library · Pine Script v5 · Library

FunctionArrayMovingAverage

by ricardosantos79· code credited to RicardoSantos

This Pine Script v5 library provides an exported function to calculate moving averages directly over float arrays.

View on GitHub

GitHub stars261on the repository
Pine versionv5runs as is
Lines of code46
Settings3inputs
LicenceNone statedfile: MPL-2.0
Last update4 years ago13 Nov 2021

Add It to Your TradingView Chart

  1. 1Copy the scriptPress Copy script above, or the copy button on the code below.
  2. 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
  3. 3Paste over the templateCreate a new library, select all of the template text and paste. Press Save and give it a name.
  4. 4Publish or import itA library draws nothing. Publish it from the editor, then import its functions in your own scripts.

Source Code

46 lines of Pine Script v5 from beta/libs/FunctionArrayMovingAverage.pinescript, published under MPL-2.0 (file header). Keep the author's credit and licence lines when you reuse it.

FunctionArrayMovingAverage.pinescript
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © RicardoSantos

//@version=5
library(title='FunctionArrayMovingAverage')

// @function Moving Average values for selected data.
// @param sample float array, sample data values.
// @param length int, length to smooth the data.
// @param ommit_initial bool, default=true, ommit values at the start of the data under the length.
// @param fillna string, default='na', options='na', '0', 'avg'
// @returns float array
//  errors: 
//      length > sample size "Canot call array methods when id of array is na."
export array_moving_average (float[] sample, int length, bool ommit_initial=true, string fillna='na') => //{
    int _size = array.size(id=sample)
    if _size > 1 and _size > length
        float[] _ma = array.copy(id=sample)
        float _nav = float(na)
        if fillna == '0'
            _nav := 0
        if fillna == 'avg'
            _nav := array.avg(id=sample)
        float[] _ma_total = array.new_float(0)
        for _i = 0 to _size-1
            array.push(id=_ma_total, value=array.get(id=sample, index=_i))
            if array.size(id=_ma_total) > length
                array.shift(id=_ma_total)
            if ommit_initial and _i < length
                array.set(id=_ma, index=_i, value=_nav)
            else
                float _avg = array.avg(id=_ma_total)
                array.set(id=_ma, index=_i, value=_avg)
        _ma
//{
// usage:
int length = input.int(defval=6)
bool ommit_init = input.bool(true)
string fill_na = input.string(defval='na', options=['na', '0', 'avg'])
rngs0 = array.from(79, 47, 5, 82, 31, 77, 58, 45, 15, 76, 76, 33, 47, 8, 1, 14, 65, 16, 16, 10, 60)
string tex = str.format('S: {0}', rngs0) 
for _i = 2 to length
    tex += str.format('\n{0}: {1}', _i, str.tostring(array_moving_average(rngs0, _i, ommit_init, fill_na), '#.##'))
if barstate.islast
    label.new(bar_index, 0.0, tex)
//}}

Overview

Users can supply a sample array, set the smoothing length, choose whether to omit initial values prior to reaching the lookback window, and specify how omitted slots are filled with options for na, zero, or the overall array average. The script includes sample code that formats smoothed outputs into a label on the final bar.

Details

Published by

ricardosantos79 on GitHub

Code credit

RicardoSantos, as written in the script's header

Type

Library, Pine Script v5

Draws

Library (no plots)

Category

Moving averages

Markets

Any symbol

Timeframes

Any timeframe

Risk Notes

No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.

Settings

The inputs you can change from the gear icon on the chart. Defaults are the author's.

SettingTypeDefaultVariable
lengthint6length
ommit_initbooltrueommit_init
fill_nastringnafill_na
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.

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