Autonomous Recursive Moving Average [ARMA] For ThinkOrSwim

[samer800]

Ill
Nice! I had had totalsum in a previous iteration, but borked up something and started over and missed it.

check out the below conversion. Still as mentioned by @mashume, number if bar in the chart may affect the results.

#//@version=4
#study("Adaptive Autonomous Recursive Moving Average",shorttitle="A2RMA",overlay=true)
input length = 14;
input gamma = 3.0;
input src = close;
#//----
def na = Double.NaN;
#def dif = AbsValue(src - src[1]);
#def diflen = AbsValue(src - src[length]);
#def er = diflen / Sum(dif, length);
script nz {
    input data  = close;
    input repl  = 0;
    def ret_val = if isNaN(data) then repl else data;
    plot return = ret_val;
}
script fixnan{
    input source = close;
    def fix = if !isNaN(source) then source else fix[1];
    plot result = fix;
}
#ama(x, src, length)=>z
script ama {
    input x = 0;
    input src = close;
    input length = 14;
    def dif = AbsValue(src - src[1]);
    def diflen = AbsValue(src - src[length]);
    def er = diflen / Sum(dif, length);
    def a = er * x + ( 1 - er ) * nz(a[1], x);
    plot ama = a;
}
#//----
def ma;
def barNo = BarNumber();
def bar = barNo + length;
def d = TotalSum(absvalue(src - nz(ma[1],src)))/bar * gamma;

ma = ama(ama((if src > nz(ma[1],src) + d then src + d else
              if src < nz(ma[1],src) - d then src - d else nz(ma[1],src)),src, length), src, length);
#//----
def css = fixnan(if ma > ma[1] then 1 else 0);
plot maLine = ma;
maLine.AssignValueColor(if css>0 then CreateColor(33,150,243) else CreateColor(255,17,0));

#--- END CODE

 

[ShinJ]

check out the below conversion. Still as mentioned by @mashume, number if bar in the chart may affect the results.

#//@version=4
#study("Adaptive Autonomous Recursive Moving Average",shorttitle="A2RMA",overlay=true)
input length = 14;
input gamma = 3.0;
input src = close;
#//----
def na = Double.NaN;
#def dif = AbsValue(src - src[1]);
#def diflen = AbsValue(src - src[length]);
#def er = diflen / Sum(dif, length);
script nz {
    input data  = close;
    input repl  = 0;
    def ret_val = if isNaN(data) then repl else data;
    plot return = ret_val;
}
script fixnan{
    input source = close;
    def fix = if !isNaN(source) then source else fix[1];
    plot result = fix;
}
#ama(x, src, length)=>z
script ama {
    input x = 0;
    input src = close;
    input length = 14;
    def dif = AbsValue(src - src[1]);
    def diflen = AbsValue(src - src[length]);
    def er = diflen / Sum(dif, length);
    def a = er * x + ( 1 - er ) * nz(a[1], x);
    plot ama = a;
}
#//----
def ma;
def barNo = BarNumber();
def bar = barNo + length;
def d = TotalSum(absvalue(src - nz(ma[1],src)))/bar * gamma;

ma = ama(ama((if src > nz(ma[1],src) + d then src + d else
              if src < nz(ma[1],src) - d then src - d else nz(ma[1],src)),src, length), src, length);
#//----
def css = fixnan(if ma > ma[1] then 1 else 0);
plot maLine = ma;
maLine.AssignValueColor(if css>0 then CreateColor(33,150,243) else CreateColor(255,17,0));

#--- END CODE

Thank you, I like your version better comparing to that one we did previously. Great job, you are the real G!

 

[mashume]

I like it. I did change the css def to this so that it isn't biased (colour wise) to be either up or down...

def css = fixnan(if ma == ma[1] then css[1] else if ma > ma[1] then 1 else 0);

-mashume

 

[David45]

check out the below conversion. Still as mentioned by @mashume, number if bar in the chart may affect the results.

#//@version=4
#study("Adaptive Autonomous Recursive Moving Average",shorttitle="A2RMA",overlay=true)
input length = 14;
input gamma = 3.0;
input src = close;
#//----
def na = Double.NaN;
#def dif = AbsValue(src - src[1]);
#def diflen = AbsValue(src - src[length]);
#def er = diflen / Sum(dif, length);
script nz {
    input data  = close;
    input repl  = 0;
    def ret_val = if isNaN(data) then repl else data;
    plot return = ret_val;
}
script fixnan{
    input source = close;
    def fix = if !isNaN(source) then source else fix[1];
    plot result = fix;
}
#ama(x, src, length)=>z
script ama {
    input x = 0;
    input src = close;
    input length = 14;
    def dif = AbsValue(src - src[1]);
    def diflen = AbsValue(src - src[length]);
    def er = diflen / Sum(dif, length);
    def a = er * x + ( 1 - er ) * nz(a[1], x);
    plot ama = a;
}
#//----
def ma;
def barNo = BarNumber();
def bar = barNo + length;
def d = TotalSum(absvalue(src - nz(ma[1],src)))/bar * gamma;

ma = ama(ama((if src > nz(ma[1],src) + d then src + d else
              if src < nz(ma[1],src) - d then src - d else nz(ma[1],src)),src, length), src, length);
#//----
def css = fixnan(if ma > ma[1] then 1 else 0);
plot maLine = ma;
maLine.AssignValueColor(if css>0 then CreateColor(33,150,243) else CreateColor(255,17,0));

#--- END CODE

@samer800 is there a way to make the candlesticks paint the same color as the line? Thank you!

 

[samer800]

@samer800 is there a way to make the candlesticks paint the same color as the line? Thank you!

add this at the end of the code.

AssignPriceColor(if css>0 then CreateColor(33,150,243) else CreateColor(255,17,0));