📈 Moving Averages Proxy - Library for PineScript

🎯 Main Description

The Moving Averages Proxy Library is the ultimate PineScript v5 collection - a "library of libraries" consolidating 62 different moving averages from various sources into one unified, high-performance interface. Developed by andre_007, this comprehensive toolkit provides access to classical, adaptive, exotic, and cutting-edge moving average algorithms with a streamlined API.

✅ The script is available free of charge on the TradingView platform, under the MPL 2.0 open source license, for both personal and commercial use, provided proper attribution is given.

It can be accessed at the following URL:

https://www.tradingview.com/script/HsHPovkk-Moving-Averages-Proxy/

☕ Donations are welcome to support and encourage my work.

⚠️ It's worth noting that this script is a library for the Pinescript language, making it useful for programmers who want to reuse the code in their own indicators. Therefore, no pre-built graphical indicators are provided.

🌟 The Ultimate Moving Average Collection

62 Moving Average Types - Complete Arsenal

Classical Moving Averages

• SMA - Simple Moving Average
• EMA - Exponential Moving Average
• WMA - Weighted Moving Average
• VWMA - Volume Weighted Moving Average
• HMA - Hull Moving Average
• LSMA - Least Squares Moving Average
• ALMA - Arnaud Legoux Moving Average

Adaptive Moving Averages

• KAMA - Kaufman's Adaptive Moving Average
• FRAMA - Fractal Adaptive Moving Average
• EFRAMA - Ehlers Modified Fractal Adaptive Moving Average
• MAMA - MESA Adaptive Moving Average
• FAMA - Following Adaptive Moving Average
• VIDYA - Variable Index Dynamic Average
• ALSMA - Adaptive Least Squares

Multi-Component Moving Averages

• DEMA - Double Exponential Moving Average
• TEMA - Triple Exponential Moving Average
• THMA - Triple Hull Moving Average
• TREMA - Triangular Exponential Moving Average
• TRSMA - Triangular Simple Moving Average
• ETMA - Exponential Triangular Moving Average

Volume-Based Moving Averages

• VWAP - Volume Weighted Average Price
• RVWAP - Rolling VWAP (TradingView's Implementation)
• EVWMA - Elastic Volume Weighted Moving Average

Exotic & Specialized Moving Averages

• JURIK - Jurik Moving Average (Premium smoothing)
• TT3 - Tillson T3 (Advanced triple smoothed)
• ZEMA - Zero-Lag Exponential Moving Average
• ZSMA - Zero-Lag Simple Moving Average
• XEMA - Optimized Exponential Moving Average

Coefficient & Correlation Based

• COVWMA - Coefficient of Variation Weighted Moving Average
• COVWEMA - Coefficient of Variation Weighted Exponential Moving Average
• CORMA - Correlation Moving Average Price

Channel & Range Based

• DONCHIAN - Donchian Middle Channel
• DONCHIAN_HL - Donchian High-Low Version
• REMA - Range EMA
• MEDIAN - Median Moving Average

🔧 Advanced Features & Architecture

Key Innovation: Library of Libraries

// Proxy approach - unified interface to multiple libraries
import PineCoders/ConditionalAverages/1 as pc
// + 8 other renowned library contributors

Performance Optimization (v4 Update)

• 50%+ Speed Improvement: Refactored for maximum efficiency
• Integer-Based Selection: Numeric keys instead of strings for faster processing
• Memory Optimization: Reduced memory footprint significantly
• Specialized Functions: Separate volume-based function for optimal performance

Unified API Structure

// Main proxy function
getMovingAverage(type, src, len, [optional_parameters])

// Volume-specific function
getMovingAverageVolume(type, src, len, [optional_parameters])

💼 Professional Use Cases

For Strategy Developers:

• Multi-MA Systems: Test 62 different MAs in single strategy
• Adaptive Algorithms: Dynamic MA selection based on market conditions
• Performance Comparison: Systematic backtesting across all MA types
• Custom Indicators: Build complex indicators using multiple MA types

For Research & Analysis:

• Academic Research: Comprehensive MA comparison studies
• Market Regime Analysis: Different MAs for different market conditions
• Optimization Studies: Find optimal MA for specific assets/timeframes
• Quantitative Analysis: Statistical comparison of MA effectiveness

For Professional Traders:

• Multi-Timeframe Analysis: Different MAs for different timeframes
• Trend Following Systems: Access to the most responsive trend filters
• Mean Reversion Strategies: Specialized MAs for ranging markets
• Risk Management: Advanced smoothing for position sizing

🎨 Moving Average Categories

📊 Trending Market Champions

• Hull Moving Average (HMA): Ultra-responsive trend following
• Zero-Lag EMA (ZEMA): Minimal lag trend detection
• Jurik Moving Average: Premium institutional-grade smoothing

🌊 Adaptive Market Leaders

• Kaufman's AMA (KAMA): Adapts to market volatility
• Fractal AMA (FRAMA): Self-adjusting to market fractals
• VIDYA: Variable smoothing based on volatility

📈 Volume-Aware Solutions

• Rolling VWAP (RVWAP): TradingView's advanced implementation
• Elastic VWMA (EVWMA): Volume-responsive smoothing
• Coefficient of Variation Weighted: Volatility-adjusted volume weighting

🔬 Research-Grade Algorithms

• Tillson T3: Advanced triple smoothing with minimal lag
• Ehlers DSMA: Cycle-based adaptive smoothing
• MESA Adaptive: Market cycle awareness

🔧 Implementation Example

// Import the library
import andre_007/MovingAveragesProxy/4 as MA

// Use numeric keys for optimal performance
hull_ma = MA.getMovingAverage(28, close, 20)        // Hull MA
jurik_ma = MA.getMovingAverage(29, close, 14)       // Jurik MA
adaptive_ma = MA.getMovingAverage(30, close, 21)    // Kaufman's AMA

// Volume-based moving averages
vwap_rolling = MA.getMovingAverageVolume(43, close, 20)  // Rolling VWAP
vol_weighted = MA.getMovingAverageVolume(57, close, 14)  // VWMA

// Combine multiple MAs for advanced strategies
fast_adaptive = MA.getMovingAverage(25, close, 8)   // FRAMA fast
slow_adaptive = MA.getMovingAverage(25, close, 21)  // FRAMA slow
signal = fast_adaptive > slow_adaptive

📊 Competitive Advantages

✅ Unmatched Completeness

• 62 moving averages in single library
• From basic SMA to advanced Jurik algorithms
• All major MA categories covered

✅ Performance Optimized

• 50%+ faster than previous versions
• Integer-based selection system
• Optimized memory usage
• Specialized volume functions

✅ Professional Quality

• Community-tested implementations
• Credits to original algorithm creators
• Rigorous testing across market conditions
• Professional documentation

✅ Developer Friendly

• Unified API across all MA types
• Consistent parameter structure
• Easy switching between algorithms
• Comprehensive examples

🎯 Technical Specifications

Contributing Experts & Sources

• TradingView: Official implementations
• PineCoders: Community library integration
• CrackingCryptocurrency: Specialized algorithms
• MightyZinger: Advanced implementations
• Alex Orekhov (everget): Performance optimizations
• alexgrover: Mathematical innovations
• Franklin Moormann: Exotic algorithms

Performance Metrics

• File Size: 1,187 lines of optimized code
• Memory Efficiency: Integer-based selection
• Speed: 50%+ faster than string-based systems
• Compatibility: PineScript v5 optimized

📈 Library Statistics

• Version: v4 (September 2024)
• Total Functions: 62 moving averages
• Community Score: 1,021 likes, 3,915 uses
• Performance: 50%+ speed improvement
• Integration: 9+ external library dependencies

🌟 Algorithm Highlights

Most Advanced

• Jurik Moving Average: Institutional-grade smoothing
• Tillson T3: Triple smoothed with minimal lag
• Ehlers DSMA: Cycle-aware adaptive filtering

Most Responsive

• Zero-Lag EMA: Predictive trend following
• Hull Moving Average: Ultra-fast trend detection
• Exponential Hull: Enhanced Hull with exponential weighting

Most Adaptive

• Kaufman's AMA: Volatility-adjusted smoothing
• Fractal AMA: Self-adjusting to market structure
• MESA Adaptive: Market cycle synchronization

🔗 Important Links

• TradingView: Official Script
• Documentation: Complete algorithm reference in source code
• Support: Via TradingView comments and community
• License: Open source under Mozilla Public License 2.0

🚀 Who Is This Library For?

Quantitative Developers

Complete moving average research platform with 62 algorithms for systematic testing

Strategy Architects

Unified interface to every major moving average algorithm for complex strategy development

Academic Researchers

Comprehensive collection for moving average comparison studies and academic research

Professional Traders

Access to institutional-grade algorithms like Jurik and Tillson T3 for professional trading

Algorithm Enthusiasts

Exploration platform for understanding different smoothing and trend-following approaches

This library represents the most comprehensive moving average collection available in PineScript. Save years of research and implementation time while gaining access to professional-grade algorithms used by institutional traders and quantitative researchers worldwide.