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
|
2026-02-18 19:08:15 -08:00
|
|
|
// © mihakralj
|
|
|
|
|
//@version=6
|
|
|
|
|
indicator("Elastic Volume Weighted Moving Average (EVWMA)", "EVWMA", overlay=true)
|
|
|
|
|
|
|
|
|
|
//@function Calculates EVWMA using volume-elastic smoothing with circular buffer
|
|
|
|
|
//@param src Source price series
|
|
|
|
|
//@param vol Volume series
|
|
|
|
|
//@param period Lookback period for rolling volume sum
|
|
|
|
|
//@returns EVWMA value where high-volume bars get more weight (faster response)
|
|
|
|
|
//@optimized O(1) per bar via circular buffer for running volume sum
|
|
|
|
|
evwma(series float src, series float vol, simple int period) =>
|
|
|
|
|
var int p = math.max(1, period), var int head = 0, var int count = 0
|
|
|
|
|
var array<float> vol_buffer = array.new_float(p, 0.0)
|
|
|
|
|
var float sum_vol = 0.0
|
|
|
|
|
var float result = na
|
|
|
|
|
|
|
|
|
|
float cur_vol = math.max(nz(vol, 0.0), 0.0)
|
|
|
|
|
float cur_price = nz(src)
|
|
|
|
|
|
|
|
|
|
// Remove oldest volume from running sum
|
|
|
|
|
float old_vol = array.get(vol_buffer, head)
|
|
|
|
|
if count >= p
|
|
|
|
|
sum_vol -= old_vol
|
|
|
|
|
else
|
|
|
|
|
count += 1
|
|
|
|
|
|
|
|
|
|
// Add current volume to running sum
|
|
|
|
|
sum_vol += cur_vol
|
|
|
|
|
array.set(vol_buffer, head, cur_vol)
|
|
|
|
|
head := (head + 1) % p
|
|
|
|
|
|
|
|
|
|
// EVWMA calculation
|
|
|
|
|
if na(result)
|
|
|
|
|
result := cur_price
|
|
|
|
|
else if sum_vol > 0.0
|
|
|
|
|
result := ((sum_vol - cur_vol) * nz(result) + cur_vol * cur_price) / sum_vol
|
|
|
|
|
result
|
|
|
|
|
|
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
|
|
|
|
|
|
// Inputs
|
|
|
|
|
i_period = input.int(20, "Period", minval=1)
|
|
|
|
|
i_source = input.source(close, "Source")
|
|
|
|
|
|
|
|
|
|
// Calculation
|
|
|
|
|
evwma_value = evwma(i_source, volume, i_period)
|
|
|
|
|
|
|
|
|
|
// Plot
|
|
|
|
|
plot(evwma_value, "EVWMA", color=color.yellow, linewidth=2)
|
