mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 18:18:04 +00:00
Add documentation links for various volatility indicators and channels
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
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@@ -4,7 +4,6 @@
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indicator("Accelerator Oscillator (AC)", "AC", overlay=false)
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//@function Calculates Bill Williams' Accelerator Oscillator
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/ac.md
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//@param fastLength Period for fast MA calculation
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//@param slowLength Period for slow MA calculation
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//@returns AC value measuring acceleration/deceleration of market momentum
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@@ -4,7 +4,6 @@
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indicator("Awesome Oscillator (AO)", "AO", overlay=false)
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//@function Calculates Bill Williams' Awesome Oscillator
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/ao.md
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//@param fastLength Period for fast MA calculation
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//@param slowLength Period for slow MA calculation
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//@returns AO value measuring market momentum
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@@ -52,4 +51,4 @@ ao_value = ao(i_fastLength, i_slowLength)
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ao_prev = ao_value[1]
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// Plot
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plot(ao_value, "AO", ao_value >= ao_prev ? color.green : color.red, linewidth=2)
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plot(ao_value, "AO", ao_value >= ao_prev ? color.green : color.red, linewidth=2)
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@@ -4,7 +4,6 @@
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indicator("Absolute Price Oscillator (APO)", "APO", overlay=false)
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//@function Calculates Absolute Price Oscillator (APO) as difference between fast and slow EMAs
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/apo.md
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//@param source Series to calculate APO from
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//@param fastLength Period for fast EMA
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//@param slowLength Period for slow EMA
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@@ -47,4 +46,4 @@ i_slowLength = input.int(26, "Slow Length", minval=1)
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apo_value = apo(i_source, i_fastLength, i_slowLength)
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// Plot
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plot(apo_value, "APO", color.new(color.yellow, 0), 2)
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plot(apo_value, "APO", color.new(color.yellow, 0), 2)
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@@ -3,6 +3,12 @@
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//@version=6
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indicator("Bollinger %B", "BBB", overlay=false)
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//@function Calculates Bollinger Bands %B oscillator
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//@param source Series to calculate %B from
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//@param period Lookback period for Bollinger Bands calculation
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//@param multiplier Standard deviation multiplier for band width
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//@returns Bollinger %B value (0 = lower band, 1 = upper band)
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//@optimized Uses circular buffer SMA/StdDev with O(1) complexity per bar
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bbb(series float source, simple int period, simple float multiplier) =>
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if period <= 0 or multiplier <= 0.0
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runtime.error("Period and multiplier must be greater than 0")
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@@ -96,7 +96,6 @@ keltner_calc(series float source, simple int period, simple float atr_mult, seri
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[middle, middle + offset, middle - offset]
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//@function Detects Bollinger Band Squeeze condition
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/bbs.md
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//@param source Series to analyze
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//@param bb_period Bollinger Band period
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//@param bb_mult Bollinger Band standard deviation multiplier
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@@ -4,7 +4,6 @@
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indicator("Chande Forecast Oscillator", "CFO", overlay=false)
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//@function Chande Forecast Oscillator - measures percentage difference between price and forecasted price
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/cfo.md
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//@param source Price data to analyze
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//@param period Number of bars for linear regression calculation
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//@returns Oscillator value showing forecast error percentage
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@@ -4,7 +4,6 @@
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indicator("Detrended Price Oscillator (DPO)", "DPO", overlay=false)
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//@function Calculates Detrended Price Oscillator (DPO) by removing trend component from price
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/dpo.md
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//@param source Series to calculate DPO from
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//@param period Period for SMA calculation and displacement
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//@returns DPO value (current price - displaced SMA)
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@@ -4,7 +4,6 @@
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indicator("Fisher Transform", "FISHER", overlay=false)
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//@function Calculates the Fisher Transform oscillator
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/fisher.md
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//@param source Source price (typically hl2)
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//@param period Lookback period for min/max normalization
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//@returns [fisher, signal] Fisher Transform value and signal line
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@@ -4,7 +4,6 @@
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indicator("Inertia", "INERTIA", overlay=false)
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//@function Calculates Inertia oscillator measuring trend strength based on distance from linear regression
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/inertia.md
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//@param source Source series to calculate Inertia for
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//@param length Period for linear regression calculation
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//@returns Inertia value measuring trend strength
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@@ -4,7 +4,6 @@
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indicator("KDJ", "KDJ", overlay=false)
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//@function Calculates KDJ (K, D, J) lines - enhanced Stochastic Oscillator
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/kdj.md
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//@param high Series of high prices
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//@param low Series of low prices
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//@param close Series of close prices
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@@ -4,7 +4,6 @@
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indicator("Pretty Good Oscillator", "PGO", overlay=false)
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//@function Calculate Pretty Good Oscillator (PGO)
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/pgo.md
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//@param source Price data to analyze
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//@param period Number of bars for SMA and ATR calculation
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//@returns PGO value normalized by ATR
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@@ -4,7 +4,6 @@
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indicator("Stochastic Momentum Index (SMI)", "SMI", overlay=false)
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//@function Calculates Stochastic Momentum Index oscillator
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/smi.md
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//@param source Source series to calculate SMI for
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//@param k_period Lookback period for high/low range calculation
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//@param k_smooth First smoothing period for raw SMI values
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@@ -1,8 +1,9 @@
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// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Stochastic Oscillator (STOCH)", "Stoch", overlay=false)
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//@function Calculates the Stochastic Oscillator (%K and %D). %K = 100 * (close - lowest_low(kLength)) / (highest_high(kLength) - lowest_low(kLength)). %D = SMA(%K, dPeriod). Uses efficient deque implementation for min/max and buffer-based SMA.
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/stoch.md
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//@param kLength `simple int` The lookback period for calculating highest high and lowest low.
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//@param dPeriod `simple int` The smoothing period for the %D line (SMA of %K).
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//@returns `[float, float]` A tuple containing the %K value and the %D value.
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@@ -4,7 +4,6 @@
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indicator("Stochastic Fast (STOCHF)", "STOCHF", overlay=false)
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//@function Calculates the Stochastic Fast oscillator (%K and %D)
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/stochf.md
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//@param kLength Period for calculating the raw %K line
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//@param dLength Smoothing period for the %D signal line
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//@returns [%K value, %D value] - fast stochastic oscillator values
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@@ -4,7 +4,6 @@
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indicator("Stochastic RSI (STOCHRSI)", "StochRSI", overlay=false)
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//@function Calculates Stochastic RSI oscillator
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/stochrsi.md
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//@param source Source series to calculate STOCHRSI for
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//@param rsi_length Period for RSI calculation
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//@param stoch_length Lookback period for Stochastic calculation on RSI
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@@ -4,7 +4,6 @@
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indicator("TRIX", "TRIX", overlay=false)
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//@function Calculates TRIX oscillator with compensation
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/trix.md
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//@param source Series to calculate TRIX from
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//@param period Period for triple exponential smoothing
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//@returns TRIX value (percentage rate of change of triple EMA)
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@@ -4,7 +4,6 @@
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indicator("Ultimate Oscillator (ULTOSC)", "ULTOSC", overlay=false)
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//@function Calculates the Ultimate Oscillator using three weighted time periods
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/ultosc.md
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//@param fastPeriod Short-term period for momentum calculation
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//@param mediumPeriod Medium-term period for momentum calculation
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//@param slowPeriod Long-term period for momentum calculation
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@@ -89,4 +88,4 @@ i_slowWeight = input.float(1.0, "Slow Weight", minval=0.1, maxval=10.0, step=0.1
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ultosc_value = ultosc(i_fastPeriod, i_mediumPeriod, i_slowPeriod, i_fastWeight, i_mediumWeight, i_slowWeight)
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// Plots
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plot(ultosc_value, "Ultimate Oscillator", color=color.yellow, linewidth=2)
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plot(ultosc_value, "Ultimate Oscillator", color=color.yellow, linewidth=2)
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@@ -4,7 +4,6 @@
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indicator("Williams %R (WILLR)", "WILLR", overlay=false)
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//@function Calculates Williams %R oscillator
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/willr.md
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//@param period Lookback period for highest high and lowest low calculation
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//@returns Williams %R value (-100 to 0 scale)
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willr(simple int period) =>
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