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feat: add new indicators (Decay, Edecay, MinusDi, MinusDm, PlusDi, PlusDm, Maxindex, Minindex, Sarext) and update pine scripts, core libs, validation tests, and python bindings

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This commit is contained in:
Miha Kralj
2026-03-09 13:45:46 -07:00
parent 8e43d62cbb
commit 031f1b5fe6
491 changed files with 6156 additions and 5590 deletions
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lib/volume/adl/adl.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Accumulation/Distribution Line (ADL)", "ADL", overlay=false)
lib/volume/adosc/adosc.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Chaikin A/D Oscillator (ADOSC)", "ADOSC", overlay=false)
lib/volume/aobv/aobv.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("AOBV - Archer On-Balance Volume (AOBV)", "AOBV", overlay=false)
lib/volume/cmf/cmf.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Chaikin Money Flow (CMF)", "CMF", overlay=false)
lib/volume/efi/efi.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Elder's Force Index (EFI)", "EFI", overlay=false)
lib/volume/eom/eom.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Ease of Movement (EOM)", "EOM", overlay=false)
lib/volume/evwma/evwma.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Elastic Volume Weighted Moving Average (EVWMA)", "EVWMA", overlay=true)
lib/volume/iii/iii.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Intraday Intensity Index (III)", "III", overlay=false)
lib/volume/kvo/kvo.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Klinger Volume Oscillator (KVO)", "KVO", overlay=false)
lib/volume/mfi/mfi.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Money Flow Index (MFI)", "MFI", overlay=false)
lib/volume/nvi/nvi.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Negative Volume Index (NVI)", "NVI", overlay=false)
lib/volume/obv/obv.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("On Balance Volume (OBV)", "OBV", overlay=false)
lib/volume/pvd/pvd.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Price Volume Divergence (PVD)", "PVD", overlay=false)
lib/volume/pvi/pvi.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Positive Volume Index (PVI)", "PVI", overlay=false)
lib/volume/pvo/pvo.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Percentage Volume Oscillator (PVO)", "PVO", overlay=false)
lib/volume/pvr/pvr.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Price Volume Rank (PVR)", "PVR", overlay=false)
lib/volume/pvt/pvt.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Price Volume Trend (PVT)", "PVT", overlay=false)
lib/volume/tvi/tvi.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Trade Volume Index (TVI)", "TVI", overlay=false)
lib/volume/twap/twap.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Time Weighted Average Price (TWAP)", "TWAP", overlay=true)
lib/volume/va/va.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Volume Accumulation (VA)", "VA", overlay=false)
lib/volume/vf/vf.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Volume Force (VF)", "VF", overlay=false)
lib/volume/vo/vo.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Volume Oscillator (VO)", "VO", overlay=false)
lib/volume/vroc/vroc.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Volume Rate of Change (VROC)", "VROC", overlay=false)
lib/volume/vwad/vwad.pine
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@@ -1,4 +1,4 @@
// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Volume Weighted Accumulation/Distribution (VWAD)", "VWAD", overlay=false)
lib/volume/vwap/vwap.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Volume Weighted Average Price (VWAP)", "VWAP", overlay=true)
lib/volume/vwma/Vwma.cs
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@@ -135,7 +135,7 @@ public sealed class Vwma : ITValuePublisher
double v = _volBuffer[i];
if (v > 0)
{
sumPV += p * v;
sumPV = Math.FusedMultiplyAdd(p, v, sumPV);
sumVol += v;
}
}
@@ -224,14 +224,14 @@ public sealed class Vwma : ITValuePublisher
if (s.Count >= _period && oldVol > 0)
{
s.SumPV -= oldPrice * oldVol;
s.SumPV = Math.FusedMultiplyAdd(-oldPrice, oldVol, s.SumPV);
s.SumVol -= oldVol;
}
// Add new values
if (currentVol > 0)
{
s.SumPV += currentPrice * currentVol;
s.SumPV = Math.FusedMultiplyAdd(currentPrice, currentVol, s.SumPV);
s.SumVol += currentVol;
}
@@ -437,14 +437,14 @@ public sealed class Vwma : ITValuePublisher
if (count >= period && oldVol > 0)
{
sumPV -= oldPrice * oldVol;
sumPV = Math.FusedMultiplyAdd(-oldPrice, oldVol, sumPV);
sumVol -= oldVol;
}
// Add new values
if (currentVol > 0)
{
sumPV += currentPrice * currentVol;
sumPV = Math.FusedMultiplyAdd(currentPrice, currentVol, sumPV);
sumVol += currentVol;
}
@@ -474,7 +474,7 @@ public sealed class Vwma : ITValuePublisher
double vj = volBuffer[j];
if (vj > 0)
{
sumPV += pj * vj;
sumPV = Math.FusedMultiplyAdd(pj, vj, sumPV);
sumVol += vj;
}
}
lib/volume/vwma/vwma.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Volume Weighted Moving Average (VWMA)", "VWMA", overlay=true)
lib/volume/wad/wad.pine
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// The MIT License (MIT)
// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Williams Accumulation/Distribution (WAD)", "WAD", overlay=false)