From 788fc297e7c5332e809d1beb1095b9763da5b9bb Mon Sep 17 00:00:00 2001 From: Scott Anderson Date: Thu, 22 Aug 2019 15:25:15 -0600 Subject: [PATCH] added flux kaufman functions, resolves #382 --- .../transformations/aggregates/kaufmansama.md | 52 +++++++++++++++++++ .../transformations/aggregates/kaufmanser.md | 42 +++++++++++++++ 2 files changed, 94 insertions(+) create mode 100644 content/v2.0/reference/flux/functions/built-in/transformations/aggregates/kaufmansama.md create mode 100644 content/v2.0/reference/flux/functions/built-in/transformations/aggregates/kaufmanser.md diff --git a/content/v2.0/reference/flux/functions/built-in/transformations/aggregates/kaufmansama.md b/content/v2.0/reference/flux/functions/built-in/transformations/aggregates/kaufmansama.md new file mode 100644 index 000000000..26d6c1686 --- /dev/null +++ b/content/v2.0/reference/flux/functions/built-in/transformations/aggregates/kaufmansama.md @@ -0,0 +1,52 @@ +--- +title: kaufmansAMA() function +description: > + The `kaufmansAMA()` function calculates the Kaufman's Adaptive Moving Average (KAMA) + using values in an input table. +menu: + v2_0_ref: + name: kaufmansAMA + parent: built-in-aggregates +weight: 501 +related: + - /v2.0/reference/flux/functions/built-in/transformations/aggregates/kaufmanser/ + - https://docs.influxdata.com/influxdb/v1.7/query_language/functions/#kaufmans-adaptive-moving-average, InfluxQL KAUFMANS_ADAPTIVE_MOVING_AVERAGE() +--- + +The `kaufmansAMA()` function calculates the Kaufman's Adaptive Moving Average (KAMA) +using values in an input table. + +_**Function type:** Aggregate_ + +```js +kaufmansAMA( + n: 10, + columns: ["_value"] +) +``` + +Kaufman's Adaptive Moving Average is a trend-following indicator designed to account +for market noise or volatility. + +## Parameters + +### n +The period or number of points to use in the calculation. + +_**Data type: Integer**_ + +### column +The column to operate on. +Defaults to `"_value"`. + +_**Data type: String**_ + +## Examples +```js +from(bucket: "telegraf/autogen"): + |> range(start: -7d) + |> kaufmansAMA( + n: 10, + column: "_value" + ) +``` diff --git a/content/v2.0/reference/flux/functions/built-in/transformations/aggregates/kaufmanser.md b/content/v2.0/reference/flux/functions/built-in/transformations/aggregates/kaufmanser.md new file mode 100644 index 000000000..b7952828d --- /dev/null +++ b/content/v2.0/reference/flux/functions/built-in/transformations/aggregates/kaufmanser.md @@ -0,0 +1,42 @@ +--- +title: kaufmansER() function +description: > + The `kaufmansER()` function calculates the Kaufman's Efficiency Ratio (KER) using + values in an input table. +menu: + v2_0_ref: + name: kaufmansER + parent: built-in-aggregates +weight: 501 +related: + - /v2.0/reference/flux/functions/built-in/transformations/aggregates/kaufmansama/ + - https://docs.influxdata.com/influxdb/v1.7/query_language/functions/#kaufmans-efficiency-ratio, InfluxQL KAUFMANS_EFFICIENCY_RATIO() +--- + +The `kaufmansER()` function calculates the Kaufman's Efficiency Ratio (KER) using +values in an input table. +It operates only on the `_value` column. + +_**Function type:** Aggregate_ + +```js +kaufmansER(n: 10) +``` + +Kaufman's Efficiency Ratio indicator divides the absolute value of the +Chande Momentum Oscillator by 100 to return a value between 0 and 1. +Higher values represent a more efficient or trending market. + +## Parameters + +### n +The period or number of points to use in the calculation. + +_**Data type: Integer**_ + +## Examples +```js +from(bucket: "example-bucket") + |> range(start: -7d) + |> kaufmansER(n: 10) +```