feat: add new indicators (Decay, Edecay, MinusDi, MinusDm, PlusDi, PlusDm, Maxindex, Minindex, Sarext) and update pine scripts, core libs, validation tests, and python bindings
2026-03-09 13:45:46 -07:00
|
|
|
// Licensed under the Apache License, Version 2.0
|
2026-01-18 19:02:03 -08:00
|
|
|
// © mihakralj
|
|
|
|
|
//@version=6
|
|
|
|
|
indicator("Regularized EMA (REMA)", "REMA", overlay=true)
|
|
|
|
|
|
|
|
|
|
//@function Calculates REMA using exponential smoothing with regularization term
|
|
|
|
|
//@param source Series to calculate REMA from
|
|
|
|
|
//@param period Lookback period used to determine alpha value
|
|
|
|
|
//@param lambda Regularization parameter (0-1) controlling smoothness
|
|
|
|
|
//@returns REMA value, calculates from first bar using available data
|
|
|
|
|
//@optimized Uses regularization term to reduce noise for O(1) complexity
|
|
|
|
|
rema(series float source, simple int period, simple float lambda=0.5) =>
|
|
|
|
|
float alpha = 2.0 / (period + 1.0)
|
|
|
|
|
var float rema_val = na
|
|
|
|
|
var float prev_rema = na
|
|
|
|
|
float result = na
|
|
|
|
|
if not na(source)
|
|
|
|
|
if na(rema_val)
|
|
|
|
|
rema_val := source
|
|
|
|
|
prev_rema := source
|
|
|
|
|
result := rema_val
|
|
|
|
|
else
|
|
|
|
|
prev_rema := rema_val
|
|
|
|
|
float ema_component = alpha * (source - rema_val) + rema_val
|
|
|
|
|
float reg_component = rema_val + (rema_val - prev_rema)
|
|
|
|
|
rema_val := lambda * (ema_component - reg_component) + reg_component
|
|
|
|
|
result := rema_val
|
|
|
|
|
else
|
|
|
|
|
result := rema_val
|
|
|
|
|
result
|
|
|
|
|
|
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
|
|
|
|
|
|
// Inputs
|
|
|
|
|
i_period = input.int(10, "Period", minval=1)
|
|
|
|
|
i_lambda = input.float(0.5, "Lambda", minval=0.0, maxval=1.0, step=0.1, tooltip="Regularization parameter: 0 = maximum regularization, 1 = standard EMA")
|
|
|
|
|
i_source = input.source(close, "Source")
|
|
|
|
|
|
|
|
|
|
// Calculation
|
|
|
|
|
rema_value = rema(i_source, i_period, i_lambda)
|
|
|
|
|
|
|
|
|
|
// Plot
|
|
|
|
|
plot(rema_value, "REMA", color=color.yellow, linewidth=2)
|
