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input int inpPeriod1 = 8; // First wpr average smoothing period
input bool UseRegMa1 = true; // Use First regularized ma
input double inpLambda1 = 5; // First Lambda (if using regularized ma's)
enum enRmaTypes
{
ma_rema, // Regularized exponential moving average
ma_rrma, // Regularized relative maving average
ma_remaf // Regularized fast exponential moving average
};
input enRmaTypes inpReMaType1 = ma_rema; // First Regularized Ma type
enum enMaTypes
{
ma_adxvma, // Adxvma
ma_ahr, // Ahrens moving average
ma_alma, // Arnaud Legoux Moving Average - ALMA
ma_alxma, // Alexander moving average - ALXMA
ma_dema, // Double exponential moving average - DEMA
ma_dfema, // Double fast exponential moving average - DFEMA
ma_dsema, // Double smoothed exponential moving average - DSEMA
ma_dsema2, // Double smoothed EMA (variation)
ma_dsemaf, // Double smoothed fast exponential moving average - DSFEMA
ma_dswema, // Double smoothed Wilders exponential moving average - DSWEMA
ma_dscma, // Deviation scaled MA - DSCMA
ma_dwma, // Double weighted MA - DWMA
ma_dpwma, // Double parabolic weighted ma - DPWMA
ma_edic, // Ehlers distance coefficient filter - EDIC
ma_emas, // Ema derivative - EMAD
ma_ema, // Exponential moving average - EMA
ma_epma, // End point moving average - EPMA
ma_emaf, // Fast exponential moving average - FEMA
ma_eotf, // Ehlers Optimal tracking filter
ma_frama, // Fractal adaptive moving average - FRAMA
ma_gchan, // G Channel average - GCHAN
ma_hull, // Hull moving average - HMA
ma_hulle, // Hull moving average EMA based - HMAe
ma_hullf, // Hull moving average Fast EMA based - HMAf
//ma_hullr, // Hull moving average RMA based - HMAr
ma_hulls, // Hull moving average Slow ma based - HMAs
ma_ie2, // IE/2
ma_ilinr, // Integral of linear regression slope
ma_itl, // Instantaneous trendline
ma_jur, // Jurik smoothing
ma_lagg, // Laguerre filter
ma_leade, // Leader exponential moving average;
ma_leadf, // Leader fast exponential moving average
ma_leadr, // Leader relative moving average
ma_linr, // Linear regression value - LSMA
ma_slwma, // Smoothed linear weighted moving average - SLWMA
ma_lwma, // Linear weighted moving average - LWMA
ma_mcg, // McGinley Dynamic
ma_mcg2, // McGinley Dynamic 2
ma_mcma, // McNicholl ema
ma_nlma, // Non lag moving average
ma_nma, // Natural moving average - NMA
ma_pdfma, // Probability density funcion ma (pdfma)
ma_pema, // Progressive exponential moving average
ma_pfma, // Progressive fast exponential moving average
ma_prma, // Progressive relative maving average
ma_pwma, // Parabolic weighted moving average - PWMA
ma_qrma, // Quadratic regression average
ma_qwma, // Quadratic weighted average
ma_rlma, // Relative moving average - RLMA
ma_rma, // Rolling moving average - RMA
ma_rmta, // Recursive moving trendline - RMTA
ma_rwavg, // Range weighted average - RWAVG
ma_rwema, // Range weighted EMA - RWEMA
ma_rwemads, // Range weighted EMA double smooth - RWDSEMA
ma_rwrma, // Range weighted RMA - RWRMA
ma_rwrmads, // Range weighted RMA double smooth - RWDSRMA
ma_sma, // Simple moving average - SMA
ma_sid, // Simple decycler - SDEC
ma_sine, // Sine weighted moving average
ma_smma, // Smoothed moving average - SMMA
ma_smoo, // Smoother
ma_smoo2, // Smoother JMA like
ma_ssm, // Super smoother
ma_b3p, // Three pole Ehlers Butterworth
ma_s3p, // Three pole Ehlers smoother
ma_mt3r, // Fulks/Matulich T3 r adaptive - MT3R;
ma_tt3r, // Tillson T3 R adaptive
ma_tma, // Triangular moving average - TMA
ma_tema, // Triple exponential moving average - TEMA
ma_trma, // Triple relative moving average - TRMA
ma_tsema2, // Triple smoothed EMA (variation)
ma_twema, // Triple wilders exponential moving average - TWEMA
ma_b2p, // Two pole Ehlers Butterworth
ma_s2p, // Two pole Ehlers smoother
ma_vidya, // Vidya
ma_vema, // Volume weighted ema
ma_vfma, // Volume weighted fast ema
ma_vrma, // Volume weighted relative moving average
ma_vwma, // Volume weighted moving average - VWMA
ma_zldema, // Zero lag dema
ma_zlhulle, // Zero lag Hull ema based - ZLHMAe
ma_zlhullf, // Zero lag Hull fast ema - ZLHMAf
ma_zlhulls, // Zero lag Hull slow ma - ZLHMAs
ma_zlma, // Zero lag moving average
ma_zltema // Zero lag tema
};
input enMaTypes matype1 = ma_tsema2; // First wpr average smoothing method
input int per1 = 14; // First wpr period
enum enPrices
{
pr_close, // Close
pr_open, // Open
pr_high, // High
pr_low, // Low
pr_median, // Median
pr_typical, // Typical
pr_weighted, // Weighted
pr_average, // Average (high+low+open+close)/4
pr_medianb, // Average median body (open+close)/2
pr_tbiased, // Trend biased price
pr_tbiased2, // Trend biased (extreme) price
pr_haclose, // Heiken ashi close
pr_haopen, // Heiken ashi open
pr_hahigh, // Heiken ashi high
pr_halow, // Heiken ashi low
pr_hamedian, // Heiken ashi median
pr_hatypical, // Heiken ashi typical
pr_haweighted, // Heiken ashi weighted
pr_haaverage, // Heiken ashi average
pr_hamedianb, // Heiken ashi median body
pr_hatbiased, // Heiken ashi trend biased price
pr_hatbiased2, // Heiken ashi trend biased (extreme) price
pr_habclose, // Heiken ashi (better formula) close
pr_habopen, // Heiken ashi (better formula) open
pr_habhigh, // Heiken ashi (better formula) high
pr_hablow, // Heiken ashi (better formula) low
pr_habmedian, // Heiken ashi (better formula) median
pr_habtypical, // Heiken ashi (better formula) typical
pr_habweighted, // Heiken ashi (better formula) weighted
pr_habaverage, // Heiken ashi (better formula) average
pr_habmedianb, // Heiken ashi (better formula) median body
pr_habtbiased, // Heiken ashi (better formula) trend biased price
pr_habtbiased2 // Heiken ashi (better formula) trend biased (extreme) price
};
input enPrices inpPrice1 = pr_close; // First Wpr Price to use
input int inpPeriod2 = 8; // Second wpr average smoothing period
input bool UseRegMa2 = true; // Use Second regularized ma
input double inpLambda2 = 5; // Second Lambda (if using regularized ma's)
input enRmaTypes inpReMaType2 = ma_rema; // Second Regularized Ma type
input enMaTypes matype2 = ma_tsema2; // Second wpr average smoothing method
input int per2 = 96; // Second wpr period
input enPrices inpPrice2 = pr_close; // Second Wpr Price to use
input double inpFilter = 0; // Filter to use (<= 0, no filter)
input int inpFilPer1 = 0; // Filter period (0 to use wpr period 1)
input int inpFilPer2 = 0; // Filter period (0 to use wpr period 2)
enum enFilWhat
{
flt_fwpr, // FAST wpr
flt_swpr, // SLOW wpr
flt_all // BOTH wpr's
};
input enFilWhat inpFilOn = flt_all; // Apply filter to:
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