DynamicMA

20 hours ago

Library "DynamicMA"


Dynamic Moving Averages Library

Introduction

The Dynamic Moving Averages Library is a specialized collection of custom built functions designed to calculate moving averages dynamically, beginning from the first available bar. Unlike standard moving averages, which rely on fixed length lookbacks, this library ensures that indicators remain fully functional from the very first data point, making it an essential tool for analysing assets with short time series or limited historical data.

This approach allows traders and developers to build robust indicators that do not require a preset amount of historical data before generating meaningful outputs. It is particularly advantageous for:

• Newly listed assets with minimal price history.
  
• High-timeframe trading, where large lookback periods can lead to delayed or missing data.
  

By eliminating the constraints of fixed lookback periods, this library enables the seamless construction of trend indicators, smoothing functions, and hybrid models that adapt instantly to market conditions.


Comprehensive Set of Custom Moving Averages

The library includes a wide range of custom dynamic moving averages, each designed for specific analytical use cases:

• SMA (Simple Moving Average) – The fundamental moving average, dynamically computed.
  
• EMA (Exponential Moving Average) – Adaptive smoothing for better trend tracking.
  
• DEMA (Double Exponential Moving Average) – Faster trend detection with reduced lag.
  
• TEMA (Triple Exponential Moving Average) – Even more responsive than DEMA.
  
• WMA (Weighted Moving Average) – Emphasizes recent price action while reducing noise.
  
• VWMA (Volume Weighted Moving Average) – Accounts for volume to give more weight to high-volume periods.
  
• HMA (Hull Moving Average) – A superior smoothing method with low lag.
  
• SMMA (Smoothed Moving Average) – A hybrid approach between SMA and EMA.
  
• LSMA (Least Squares Moving Average) – Uses linear regression for trend detection.
  
• RMA (Relative Moving Average) – Used in RSI-based calculations for smooth momentum readings.
  
• ALMA (Arnaud Legoux Moving Average) – A Gaussian-weighted MA for superior signal clarity.
  
• Hyperbolic MA (HyperMA) – A mathematically optimized averaging method with dynamic weighting.
  

Each function dynamically adjusts its calculation length to match the available bar count, ensuring instant functionality on all assets.


Fully Optimized for Pine Script v6

This library is built on Pine Script v6, ensuring compatibility with modern TradingView indicators and scripts. It includes exportable functions for seamless integration into custom indicators, making it easy to develop trend-following models, volatility filters, and adaptive risk-management systems.


Why Use Dynamic Moving Averages?

Traditional moving averages suffer from a common limitation: they require a fixed historical window to generate meaningful values. This poses several problems:

• New Assets Have No Historical Data - If an asset has only been trading for a short period, traditional moving averages may not be able to generate valid signals.
  
• High Timeframes Require Massive Lookbacks - On 1W or 1M charts, a 200-period SMA would require 200 weeks or months of data, making it unusable on newer assets.
  
• Delayed Signal Initialization - Standard indicators often take dozens of bars to stabilize, reducing effectiveness when trading new trends.
  

The Dynamic Moving Averages Library eliminates these issues by ensuring that every function:

1. Starts calculation from bar one, using available data instead of waiting for a lookback period.
   
2. Adapts dynamically across timeframes, making it equally effective on low or high timeframes.
   
3. Allows smoother, more responsive trend tracking, particularly useful for volatile or low-liquidity assets.
   

This flexibility makes it indispensable for custom script developers, quantitative analysts, and discretionary traders looking to build more adaptive and resilient indicators.


Final Summary

The Dynamic Moving Averages Library is a versatile and powerful set of functions designed to overcome the limitations of fixed-lookback indicators. By dynamically adjusting the calculation length from the first bar, this library ensures that moving averages remain fully functional across all timeframes and asset types, making it an essential tool for traders and developers alike.

With built-in adaptability, low-lag smoothing, and support for multiple moving average types, this library unlocks new possibilities for quantitative trading and strategy development - especially for assets with short price histories or those traded on higher timeframes.

For traders looking to enhance signal reliability, minimize lag, and build adaptable trading systems, the Dynamic Moving Averages Library provides an efficient and flexible solution.





SMA(sourceData, maxLength)
  Dynamic SMA
  Parameters:
    sourceData (float)
    maxLength (int)

EMA(src, length)
  Dynamic EMA
  Parameters:
    src (float)
    length (int)

DEMA(src, length)
  Dynamic DEMA
  Parameters:
    src (float)
    length (int)

TEMA(src, length)
  Dynamic TEMA
  Parameters:
    src (float)
    length (int)

WMA(src, length)
  Dynamic WMA
  Parameters:
    src (float)
    length (int)

HMA(src, length)
  Dynamic HMA
  Parameters:
    src (float)
    length (int)

VWMA(src, volsrc, length)
  Dynamic VWMA
  Parameters:
    src (float)
    volsrc (float)
    length (int)

SMMA(src, length)
  Dynamic SMMA
  Parameters:
    src (float)
    length (int)

LSMA(src, length, offset)
  Dynamic LSMA
  Parameters:
    src (float)
    length (int)
    offset (int)

RMA(src, length)
  Dynamic RMA
  Parameters:
    src (float)
    length (int)

ALMA(src, length, offset_sigma, sigma)
  Dynamic ALMA
  Parameters:
    src (float)
    length (int)
    offset_sigma (float)
    sigma (float)

HyperMA(src, length)
  Dynamic HyperbolicMA
  Parameters:
    src (float)
    length (int)

17 hours ago

Release Notes

v2 - Changed to v5 for backwards compatibility with existing v5 scripts