MAVP

Summary

Moving average whose period varies per bar, driven by a companion period series. For each bar it computes an MA of the selected type over the (clamped) period given by inPeriods.

Formula

p_i = clamp((int)inPeriods[startIdx+i], optInMinPeriod, optInMaxPeriod); outReal[i] = MA(inReal, p_i, optInMAType) at bar startIdx+i

Notes

Fractional per-bar periods are truncated to whole numbers before being clamped to the minimum and maximum period.
Period values of 1 perform no smoothing (the bar's output equals its input); the minimum allowed period is 1 since 0.6.5.

Inputs

inReal — series to be averaged
inPeriods — per-bar desired MA period

Outputs

outReal — variable-period moving average

Parameters

optInMinPeriod — lower clamp for per-bar period
optInMaxPeriod — upper clamp for per-bar period
optInMAType — moving-average type applied

Implementation

TA-Lib Definition: mavp.c · mavp.yaml

Native	File
C	`ta_MAVP.c`
Rust	`mavp.rs`
Java	`Core.java`

TA-Lib is also available for Python, R and more using a wrapper.

Aliases

Moving Average Variable Period, Variable Period Moving Average