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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2026-02-20 18:44:56 -08:00
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// © mihakralj
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//@version=6
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indicator("Coral Filter (CORAL)", "CORAL", overlay=true)
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//@function Calculates the Coral trend filter using 6 cascaded EMAs with polynomial combination
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//@param source Series to smooth
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//@param period Smoothing period (determines EMA alpha via di = (period-1)/2 + 1)
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//@param cd Constant D — controls the polynomial weighting of cascaded EMAs (default 0.4)
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//@returns Coral filter value from first bar
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//@description The Coral filter (LazyBear, adapted from MT4) chains 6 EMA passes and linearly
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// combines stages 3-6 using polynomial coefficients derived from 'cd'. This creates a smooth,
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// low-lag trend line. Structure: 6× cascaded EMA → polynomial combination.
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// di = (period - 1) / 2 + 1
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// c1 = 2 / (di + 1) (EMA alpha)
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// c2 = 1 - c1 (EMA complement)
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// c3 = 3*(cd² + cd³)
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// c4 = -3*(2*cd² + cd + cd³)
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// c5 = 3*cd + 1 + cd³ + 3*cd²
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// bfr = -cd³*i6 + c3*i5 + c4*i4 + c5*i3
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// Note: c3 + c4 + c5 + (-cd³) = 1 (unity DC gain).
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coral(series float source, simple int period, simple float cd = 0.4) =>
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float di = (period - 1.0) / 2.0 + 1.0
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float c1 = 2.0 / (di + 1.0)
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float c2 = 1.0 - c1
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// Polynomial combination coefficients from Constant D
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float cd2 = cd * cd
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float cd3 = cd2 * cd
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float c3 = 3.0 * (cd2 + cd3)
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float c4 = -3.0 * (2.0 * cd2 + cd + cd3)
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float c5 = 3.0 * cd + 1.0 + cd3 + 3.0 * cd2
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// 6 cascaded EMAs
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var float i1 = 0.0
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var float i2 = 0.0
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var float i3 = 0.0
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var float i4 = 0.0
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var float i5 = 0.0
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var float i6 = 0.0
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i1 := c1 * source + c2 * i1
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i2 := c1 * i1 + c2 * i2
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i3 := c1 * i2 + c2 * i3
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i4 := c1 * i3 + c2 * i4
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i5 := c1 * i4 + c2 * i5
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i6 := c1 * i5 + c2 * i6
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// Polynomial combination of stages 3-6
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float bfr = -cd3 * i6 + c3 * i5 + c4 * i4 + c5 * i3
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bfr
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(21, "Smoothing Period", minval=1)
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i_cd = input.float(0.4, "Constant D", minval=0, maxval=1, step=0.01)
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i_source = input.source(close, "Source")
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// Calculation
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coral_value = coral(i_source, period=i_period, cd=i_cd)
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// Plot
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plot(coral_value, "CORAL", color=color.yellow, linewidth=2)
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