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("Min-Max Normalization (NORMALIZE)", "NORMALIZE", overlay=false, precision=6)
|
|
|
|
|
|
|
|
|
|
//@function Normalizes a source series to the fixed range [0, 1] using Min-Max scaling over a lookback period.
|
|
|
|
|
//@param src The source series to normalize.
|
|
|
|
|
//@param len The lookback period to determine min and max values. Must be >= 1.
|
|
|
|
|
//@returns The normalized series (scaled to [0, 1]).
|
|
|
|
|
normalize(series float src, simple int len) =>
|
|
|
|
|
float min_val_in_period = src
|
|
|
|
|
float max_val_in_period = src
|
|
|
|
|
for i = 1 to len - 1
|
|
|
|
|
current_val = src[i]
|
|
|
|
|
if na(current_val)
|
|
|
|
|
continue
|
|
|
|
|
if current_val < min_val_in_period
|
|
|
|
|
min_val_in_period := current_val
|
|
|
|
|
if current_val > max_val_in_period
|
|
|
|
|
max_val_in_period := current_val
|
|
|
|
|
range_val = max_val_in_period - min_val_in_period
|
|
|
|
|
normalized_value = 0.0
|
|
|
|
|
if range_val != 0.0 and not na(range_val)
|
|
|
|
|
normalized_value := (src - min_val_in_period) / range_val
|
|
|
|
|
normalized_value
|
|
|
|
|
|
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
|
|
|
|
|
|
// Inputs
|
|
|
|
|
i_source = input.source(close, "Source")
|
|
|
|
|
i_length = input.int(200, "Lookback Length", minval=1, tooltip="Lookback period for finding min/max. Must be >= 1.")
|
|
|
|
|
|
|
|
|
|
// Calculation
|
|
|
|
|
normalizedValue = normalize(i_source, i_length)
|
|
|
|
|
|
|
|
|
|
// Plot
|
|
|
|
|
plot(normalizedValue, "Normalized Value [0,1]", color=color.yellow, linewidth=2)
|