mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-19 19:18:05 +00:00
41 lines
1.1 KiB
Plaintext
41 lines
1.1 KiB
Plaintext
|
// The MIT License (MIT)
|
||
|
|
// © mihakralj
|
||
|
|
//@version=6
|
||
|
|
indicator("Wilder's Moving Average (RMA)", "RMA", overlay=true)
|
||
|
|
|
||
|
|
//@function Calculates Welles Wilder's Relative Moving Average (RMA/SMMA)
|
||
|
|
//@param source Series to calculate RMA from
|
||
|
|
//@param period Smoothing period
|
||
|
|
//@returns RMA value from first bar with proper compensation for early values
|
||
|
|
//@optimized Uses exponential warmup compensator with Wilder's alpha (1/period) for O(1) complexity
|
||
|
|
rma(series float source, simple int period) =>
|
||
|
|
if period <= 0
|
||
|
|
runtime.error("Period must be provided")
|
||
|
|
float a = 1.0 / float(period)
|
||
|
|
float beta = 1.0 - a
|
||
|
|
var bool warmup = true
|
||
|
|
var float e = 1.0
|
||
|
|
var float ema = 0.0
|
||
|
|
var float result = source
|
||
|
|
ema := a * (source - ema) + ema
|
||
|
|
if warmup
|
||
|
|
e *= beta
|
||
|
|
float c = 1.0 / (1.0 - e)
|
||
|
|
result := c * ema
|
||
|
|
warmup := e > 1e-10
|
||
|
|
else
|
||
|
|
result := ema
|
||
|
|
result
|
||
|
|
|
||
|
|
// ---------- Main loop ----------
|
||
|
|
|
||
|
|
// Inputs
|
||
|
|
i_period = input.int(10, "Period", minval=1)
|
||
|
|
i_source = input.source(close, "Source")
|
||
|
|
|
||
|
|
// Calculation
|
||
|
|
rma_value = rma(i_source, i_period)
|
||
|
|
|
||
|
|
// Plot
|
||
|
|
plot(rma_value, "RMA", color=color.yellow, linewidth=2)
|