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26 lines
841 B
Plaintext
26 lines
841 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("Rectified Linear Unit (ReLU)", "ReLU", overlay=false, precision=6)
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//@function Applies the Rectified Linear Unit (ReLU) activation function to a series.
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// ReLU returns the input directly if it is positive, otherwise, it returns zero.
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/numerics/relu.md
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//@param src The source series.
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//@returns The ReLU transformed series.
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relu(series float src) =>
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math.max(0, src)
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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// Calculation of relu on SMA(source)-source
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reluDn = -relu(ta.sma(i_source,20)-i_source)
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reluUp = relu(i_source-ta.sma(i_source,20))
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// Plot
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plot(reluUp, "ReLU", color=color.green, linewidth=2)
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plot(reluDn, "ReLU", color=color.red, linewidth=2)
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