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AllAverages for Tradestation

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igorad
Site Admin
Posts: 298
Joined: Mon Jun 06, 2022 8:19 am
Location: Ukraine

AllAverages for Tradestation

Hi there,

I just finished conversion of the AllAverages indicator for Tradestation.

The same prices list as for MT4 is used in the indicator:

Code: Select all

CASE 0 : GetPriceByType = Close;
CASE 1 : GetPriceByType = Open;
CASE 2 : GetPriceByType = High;
CASE 3 : GetPriceByType = Low;
CASE 4 : GetPriceByType = (H + L)/2;
CASE 5 : GetPriceByType = (H + L + C)/3;
CASE 6 : GetPriceByType = (H + L + C + C)/4;
CASE 7 : GetPriceByType = (O + C)/2;
CASE 8 : GetPriceByType = (H + L + C + O)/4;
CASE 9 : if C > O then GetPriceByType = (H + C)/2 else GetPriceByType = (L + C)/2;
CASE 10: if C > O then GetPriceByType = H else GetPriceByType = L;
CASE 11: GetPriceByType = haClose;
CASE 12: GetPriceByType = haOpen;
CASE 13: GetPriceByType = haHigh;
CASE 14: GetPriceByType = haLow;
CASE 15: GetPriceByType = (haHigh + haLow)/2;
CASE 16: GetPriceByType = (haHigh + haLow + haClose)/3;
CASE 17: GetPriceByType = (haHigh + haLow + 2*haClose)/4;
CASE 18: GetPriceByType = (haOpen + haClose)/2;
CASE 19: GetPriceByType = (haHigh + haLow + haClose + haOpen)/4;
CASE 20: if haClose > haOpen then GetPriceByType = (H + haClose)/2 else GetPriceByType = (L + haClose)/2;
CASE 21: if haClose > haOpen then GetPriceByType = haHigh else GetPriceByType = haLow;
And the list of averages:

Code: Select all

// MA_Method= 0: SMA        - Simple Moving Average
// MA_Method= 1: EMA        - Exponential Moving Average
// MA_Method= 2: Wilder     - Wilder Exponential Moving Average
// MA_Method= 3: LWMA       - Linear Weighted Moving Average 
// MA_Method= 4: SineWMA    - Sine Weighted Moving Average
// MA_Method= 5: TriMA      - Triangular Moving Average
// MA_Method= 6: LSMA       - Least Square Moving Average (or EPMA, Linear Regression Line)
// MA_Method= 7: SMMA       - Smoothed Moving Average
// MA_Method= 8: HMA        - Hull Moving Average by Alan Hull
// MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average
// MA_Method=10: DEMA       - Double Exponential Moving Average by Patrick Mulloy
// MA_Method=11: T3_basic   - T3 by T.Tillson (original version)
// MA_Method=12: ITrend     - Instantaneous Trendline by J.Ehlers
// MA_Method=13: Median     - Moving Median
// MA_Method=14: GeoMean    - Geometric Mean
// MA_Method=15: REMA       - Regularized EMA by Chris Satchwell
// MA_Method=16: ILRS       - Integral of Linear Regression Slope 
// MA_Method=17: IE/2       - Combination of LSMA and ILRS 
// MA_Method=18: TriMAgen   - Triangular Moving Average generalized by J.Ehlers
// MA_Method=19: VWMA       - Volume Weighted Moving Average 
// MA_Method=20: JSmooth    - Smoothing by Mark Jurik
// MA_Method=21: SMA_eq     - Simplified SMA
// MA_Method=22: ALMA       - Arnaud Legoux Moving Average
// MA_Method=23: TEMA       - Triple Exponential Moving Average by Patrick Mulloy
// MA_Method=24: T3         - T3 by T.Tillson (correct version)
// MA_Method=25: Laguerre   - Laguerre filter by J.Ehlers
// MA_Method=26: MD         - McGinley Dynamic
// MA_Method=26: BF2P       - Two-pole modified Butterworth filter by J.Ehlers
// MA_Method=26: BF3P       - Three-pole modified Butterworth filter by J.Ehlers
// MA_Method=26: SuperSmu   - SuperSmoother by J.Ehlers
// MA_Method=26: Decycler   - Simple Decycler by J.Ehlers
// MA_Method=26: eVWMA      - Modified eVWMA
// MA_Method=26: EWMA       - Exponential Weighted Moving Average
// MA_Method=26: DsEMA      - Double Smoothed EMA
// MA_Method=26: TsEMA      - Triple Smoothed EMA
// MA_Method=26: VEMA       - Volume-weighted Exponential Moving Average(V-EMA)
allaverages_v4.9 ts.png


Regards,
Igor
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svfutures
Posts: 7
Joined: Wed May 17, 2023 6:39 am

Re: AllAverages for Tradestation

Is there an equiv version for Multicharts at all? Thanks :)
User avatar
igorad
Site Admin
Posts: 298
Joined: Mon Jun 06, 2022 8:19 am
Location: Ukraine

Re: AllAverages for Tradestation

svfutures wrote: Thu Feb 29, 2024 10:02 am Is there an equiv version for Multicharts at all? Thanks :)

Hi svfutures,

Please check out the updated AllAverages indicator for TradeStation and Multicharts with 26 prices and 47 MAs:

Code: Select all

List of 26 Prices:
Price= 0: - Close
Price= 1: - Open
Price= 2: - High
Price= 3: - Low
Price= 4: - Median
Price= 5: - Typical
Price= 6: - Weighted Close
Price= 7: - Median Body (Open+Close)/2
Price= 8: - Average (High+Low+Open+Close)/4
Price= 9: - Trend Biased
Price=10: - Trend Biased(extreme)
Price=11: - Demark Weighted Price
Price=12: - Weighted Median Body
Price=13: - Heiken Ashi Close
Price=14: - Heiken Ashi Open
Price=15: - Heiken Ashi High   
Price=16: - Heiken Ashi Low
Price=17: - Heiken Ashi Median
Price=18: - Heiken Ashi Typical
Price=19: - Heiken Ashi Weighted Close
Price=20: - Heiken Ashi Median Body
Price=21: - Heiken Ashi Average
Price=22: - Heiken Ashi Trend Biased
Price=23: - Heiken Ashi Trend Biased(extreme)   
Price=24: - Heiken Ashi Demark Weighted Price
Price=25: - Heiken Ashi Weighted Median Body

List of 47 MAs:
MA_Method= 0: SMA        - Simple Moving Average
MA_Method= 1: EMA        - Exponential Moving Average
MA_Method= 2: Wilder     - Wilder Exponential Moving Average
MA_Method= 3: LWMA       - Linear Weighted Moving Average 
MA_Method= 4: SineWMA    - Sine Weighted Moving Average
MA_Method= 5: TriMA      - Triangular Moving Average
MA_Method= 6: LSMA       - Least Square Moving Average (or EPMA, Linear Regression Line)
MA_Method= 7: SMMA       - Smoothed Moving Average
MA_Method= 8: HMA        - Hull Moving Average by Alan Hull
MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average
MA_Method=10: DEMA       - Double Exponential Moving Average by Patrick Mulloy
MA_Method=11: T3_basic   - T3 by T.Tillson (original version)
MA_Method=12: ITrend     - Instantaneous Trendline by J.Ehlers
MA_Method=13: Median     - Moving Median
MA_Method=14: GeoMean    - Geometric Mean
MA_Method=15: REMA       - Regularized EMA by Chris Satchwell
MA_Method=16: ILRS       - Integral of Linear Regression Slope 
MA_Method=17: IE/2       - Combination of LSMA and ILRS 
MA_Method=18: TriMAgen   - Triangular Moving Average generalized by J.Ehlers
MA_Method=19: VWMA       - Volume Weighted Moving Average 
MA_Method=20: JSmooth    - Smoothing by Mark Jurik
MA_Method=21: SMA_eq     - Simplified SMA
MA_Method=22: ALMA       - Arnaud Legoux Moving Average
MA_Method=23: TEMA       - Triple Exponential Moving Average by Patrick Mulloy
MA_Method=24: T3         - T3 by T.Tillson (correct version)
MA_Method=25: Laguerre   - Laguerre filter by J.Ehlers
MA_Method=26: MD         - McGinley Dynamic
MA_Method=27: BF2P       - Two-pole modified Butterworth filter by J.Ehlers
MA_Method=28: BF3P       - Three-pole modified Butterworth filter by J.Ehlers
MA_Method=29: SuperSmu   - SuperSmoother by J.Ehlers
MA_Method=30: Decycler   - Simple Decycler by J.Ehlers
MA_Method=31: eVWMA      - Modified eVWMA
MA_Method=32: EWMA       - Exponential Weighted Moving Average
MA_Method=33: DsEMA      - Double Smoothed EMA
MA_Method=34: TsEMA      - Triple Smoothed EMA
MA_Method=35: VEMA       - Volume-weighted Exponential Moving Average(V-EMA)
MA_Method=36: QsEMA      - Quadruple Smoothed EMA
MA_Method=37: VWAP       - Volume-weighted Average Price
MA_Method=38: MVWAP      - Moving VWAP
MA_Method=39: DsDEMA     - Double Smoothed DEMA
MA_Method=40: DsWilder   - Double Smoothed Wilder
MA_Method=41: TsWilder   - Triple Smoothed Wilder
MA_Method=42: QsWilder   - Quadruple Smoothed Wilder
MA_Method=43: QsDEMA   	 - Quadruple Smoothed DEMA
MA_Method=44: DsTEMA     - Double Smoothed TEMA
MA_Method=45: TsTEMA     - Triple Smoothed TEMA
MA_Method=46: QsTEMA     - Quadruple Smoothed TEMA
Image


Regagds,
Igor
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svfutures
Posts: 7
Joined: Wed May 17, 2023 6:39 am

Re: AllAverages for Tradestation

Are these only available in SEF mode for MC?
User avatar
igorad
Site Admin
Posts: 298
Joined: Mon Jun 06, 2022 8:19 am
Location: Ukraine

Re: AllAverages for Tradestation

svfutures wrote: Tue Apr 16, 2024 8:28 am Are these only available in SEF mode for MC?
Hi svfutures,

The source code in pla format you can find in this post.

Regards,
Igor
svfutures
Posts: 7
Joined: Wed May 17, 2023 6:39 am

Re: AllAverages for Tradestation

Hey thanks - it says "You are not authorised to read this forum"? Many thanks.
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