Description
SuperSmoother ported from a TradingView script.
Usage:
local hlc = HLCPrices()
local mean_line = OptimizedForInterval(0, || CC_SuperSmoother(hlc, 200, 50))
Plot(0, 'Mean', mean_line)
local markets = {'BTC', 'ETH', 'XRP'}
for i = 1, Count(markets) do
local mkt = CreateMarket({baseCurrency = markets[i]})
local hlc = HLCPrices(0, true, mkt)
local mean_line = OptimizedForInterval(0, || CC_SuperSmoother(hlc, 200, 50, mkt))
Plot(i, 'Mean - ' .. mkt, mean_line)
end
HaasScript
-- [pshaiCmd] SuperSmoother - A command to super-smooth any series
-- Author: pshai
DefineCommand('SuperSmoother', 'A command to super-smooth any series')
local src = DefineParameter(ListNumberType, 'source', 'Source values to be super-smoothed', true, ClosePrices())
local len = DefineParameter(NumberType, 'length', 'Length of the super-smoothness', true, 200)
local mem_wup = DefineParameter(NumberType, 'mem_wup', 'Length of IndicatorMemory warmup period', false, 50)
local id = DefineParameter(StringType, 'mem_id', 'Custom memory identifier if using for multiple data sets in a loop', false, 'default')
local memory = Load('mem'..id, Grab(src, Count(src)-mem_wup, mem_wup))
local function ss(i, mem)
local s_a1 = Exp(-Sqrt(2) * PI / len)
local s_b1 = 2 * s_a1 * Cos(Sqrt(2) * PI / len)
local s_c3 = -Pow(s_a1, 2)
local s_c2 = s_b1
local s_c1 = 1 - s_c2 - s_c3
return s_c1 * src[i]
+ s_c2 * mem[i]
+ s_c3 * mem[i+1]
end
local function parse(v)
local t = GetType(v)
if (t == ArrayDataType
or t == UserDataDataType)
and Count(v) > 0
then
return ArrayGet(v, 1)
else
return v
end
end
local func = ss
if Count(memory) == 0 then
LogWarning('warmup indicator...')
for i = mem_wup-1, 1, -1
do
local v = func(i, memory)
memory[i] = parse(v)
end
else
local v = func(1, memory)
memory = Grab(ArrayUnshift(memory, parse(v)), 0, 1000)
end
Save('mem', memory..id)
local ss = memory
DefineOutput(ListNumberType, ss, 'SuperSmoothed values')0 Comments
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