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https://github.com/mihakralj/QuanTAlib.git
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26 lines
773 B
Plaintext
26 lines
773 B
Plaintext
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// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Price Volume Rank (PVR)", "PVR", overlay=false)
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//@function Calculates Price Volume Rank
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//@param price Price series for comparison
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//@param vol Volume series for comparison
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//@returns Price Volume Rank (0-4)
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//@optimized for performance and dirty data
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pvr(series float price, series float vol=volume) =>
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float p = nz(price, close), float v = nz(vol, 0.0)
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float pp = nz(p[1], p), float pv = nz(v[1], v)
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p > pp ? (v > pv ? 1 : 2) : p < pp ? (v < pv ? 3 : 4) : 0
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// ---------- Main loop ----------
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// Inputs
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i_price_source = input.source(close, "Price Source")
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// Calculation
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pvr_value = pvr(i_price_source)
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// Plot
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plot(pvr_value, "PVR", color=color.yellow, linewidth=2, plot.style_stepline)
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