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
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// Licensed under the Apache License, Version 2.0
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2026-01-18 19:02:03 -08:00
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// © mihakralj
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//@version=6
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indicator("Variable Index Dynamic Average (VIDYA)", "VIDYA", overlay=true)
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//@function Calculates VIDYA using adaptive smoothing based on market volatility
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//@param source Series to calculate VIDYA from
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//@param period Length of the smoothing period
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//@param std_period Length of the standard deviation period, defaults to same as period
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//@returns VIDYA value that adapts to market volatility
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//@optimized Uses volatility index calculation with O(n) complexity per bar due to lookback loops
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vidya(series float source, simple int period, simple int std_period=0) =>
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float alpha = 2.0 / (period + 1.0)
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var float vidya = na
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if not na(source)
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int p = std_period > 0 ? std_period : period
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float sum_p = 0.0
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float sumSq_p = 0.0
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float count_p = 0.0
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float sum_5 = 0.0
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float sumSq_5 = 0.0
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float count_5 = 0.0
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for i = 0 to math.max(p, 5) - 1
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if not na(source[i])
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float val = source[i]
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if i < p
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sum_p += val
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sumSq_p += val * val
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count_p += 1
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if i < 5
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sum_5 += val
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sumSq_5 += val * val
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count_5 += 1
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float std = count_p > 0 ? math.sqrt(math.max((sumSq_p / count_p) - (sum_p / count_p) * (sum_p / count_p), 0.0)) : 0.0
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float std_5 = count_5 > 0 ? math.sqrt(math.max((sumSq_5 / count_5) - (sum_5 / count_5) * (sum_5 / count_5), 0.0)) : 0.0
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float vol_idx = std > 0 ? std_5 / std : 1.0
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vol_idx := math.min(math.max(vol_idx, 0.0), 1.0)
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float sc = alpha * vol_idx
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vidya := na(vidya) ? source : source * sc + vidya * (1.0 - sc)
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vidya
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(10, "Period", minval=1)
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i_std_period = input.int(0, "Std Dev Period (0=use Period)", minval=0)
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i_source = input.source(close, "Source")
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// Calculation
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vidya_value = vidya(i_source, i_period, i_std_period)
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// Plot
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plot(vidya_value, "VIDYA", color=color.yellow, linewidth=2)
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