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.
2026-08-17 01:58:06 +00:00 · 2026-02-18 11:55:48 -08:00
parent 79c0d72d0a
commit 24e86d762a
332 changed files with 19813 additions and 323 deletions
@@ -4,7 +4,6 @@
 indicator("Beta Function (BETA)", "BETA", overlay=false)

 //@function Calculates the financial Beta indicator comparing src1 volatility to src2
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/beta.md
 //@param src1 series float Series to analyze
 //@param src2 series float src2 series to compare against
 //@param period simple int Lookback period for calculation
@@ -4,7 +4,6 @@
 indicator("Bias (BIAS)", "BIAS", overlay=false)

 //@function Calculates the deviation of a signal from its moving average (BIAS).
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/bias.md
 //@param src The source series.
 //@param len The lookback period for the SMA. Must be > 0.
 //@returns The BIAS value.
@@ -4,8 +4,6 @@
 indicator("Cumulative Moving Average", "CMA", overlay=true)

 //@function Calculates Cumulative Moving Average (Running Average / Cumulative Mean)
-//@doc     Calculates the arithmetic mean of ALL data points seen so far.
-//@doc     Uses Welford's algorithm for numerical stability, O(1) per update.
 //@param   source Series to calculate CMA from
 //@returns CMA value - running mean of all historical values
 cma(series float source) =>
@@ -32,4 +30,4 @@ i_source = input.source(close, "Source")
 cma_value = cma(i_source)

 // Plot
-plot(cma_value, "CMA", color=color.yellow, linewidth=2)
+plot(cma_value, "CMA", color=color.yellow, linewidth=2)
@@ -86,7 +86,6 @@ correlation(series float src1, series float src2, simple int len) =>
        na

 //@function Calculates the cointegration of two series using the Engle-Granger method.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/cointegration.md
 //@param series_a series float The first series.
 //@param series_b series float The second series.
 //@param period int The lookback period for the regression and ADF test.
@@ -4,7 +4,6 @@
 indicator("Pearson's Correlation (CORRELATION)", "CORRELATION", overlay=false)

 //@function Calculates Pearson correlation coefficient using single pass with circular buffer
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/correlation.md
 //@param src1 series float First series to analyze
 //@param src2 series float Second series to analyze
 //@param len simple int Lookback period for calculation
@@ -4,7 +4,6 @@
 indicator("Covariance (COVARIANCE)", "COVARIANCE", overlay=false)

 //@function Calculates covariance using single pass with circular buffer
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/covariance.md
 //@param src1 series float First series to analyze
 //@param src2 series float Second series to analyze
 //@param len simple int Lookback period for calculation
@@ -4,7 +4,6 @@
 indicator("Entropy (ENTROPY)", "ENTROPY", overlay=false)

 //@function Calculate normalized Shannon entropy of a series over a lookback period.
- //@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/entropy.md
 //@param source series<float> Input data series. NA values are ignored.
 //@param length int Lookback period (>= 1).
 //@returns series<float> Normalized entropy value [0, 1], or na if insufficient data.
@@ -4,7 +4,6 @@
 indicator("Geometric Mean (GEOMEAN)", "GEOMEAN", overlay=true)

 //@function Calculates the Geometric Mean of a series over a lookback period.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/geomean.md
 //@param src series float Input data series (must contain positive values).
 //@param len simple int Lookback period (must be > 0).
 //@returns series float The Geometric Mean, or na if data is not suitable (e.g., non-positive values, insufficient data).
@@ -90,7 +90,6 @@ _covariance(series float src1, series float src2, simple int len, series float m


 //@function Calculates Granger Causality F-Statistic for Y ~ X with lag 1.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/granger.md
 //@param y_series series float The series to be predicted (dependent variable).
 //@param x_series series float The series hypothesized to cause y_series (independent variable).
 //@param period simple int Lookback period for calculations. Must be greater than 3.
@@ -4,7 +4,6 @@
 indicator("Harmonic Mean (HARMEAN)", "HARMEAN", overlay=false, precision=6)

 //@function Calculates the Harmonic Mean of a series over a lookback period.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/harmean.md
 //@param src series float Input data series (must contain positive values).
 //@param len simple int Lookback period (must be > 0).
 //@returns series float The Harmonic Mean, or na if data is not suitable (e.g., non-positive values, insufficient data).
@@ -4,7 +4,6 @@
 indicator("Hurst Exponent (HURST)", "HURST", overlay=false, precision=4)

 //@function Calculates the Hurst Exponent for a given series and lookback period.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/hurst.md
 //@param source series float The input series.
 //@param length int The lookback period for Hurst Exponent calculation.
 //@returns series float The Hurst Exponent value.
@@ -1,10 +1,9 @@
 // The MIT License (MIT)
 // © mihakralj
-//@version=5
+//@version=6
 indicator("Interquartile Range (IQR)", "IQR", overlay=false, precision=4)

 //@function Function to calculate percentile using linear interpolation
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/iqr.md
 //@param src Source series for calculation
 //@param len Lookback period for data collection
 //@param p Percentile value (0-100)
@@ -63,4 +62,4 @@ q3 = iqr(i_source, i_length, 75.0)
 iqr_value = q3 - q1

 // Plot IQR
-plot(iqr_value, title="IQR", color=color.new(color.yellow, 0, color=color.yellow, linewidth=2), linewidth=2)
+plot(iqr_value, title="IQR", color=color.yellow, linewidth=2)
@@ -1,6 +1,6 @@
 // The MIT License (MIT)
 // © mihakralj
-//@version=5
+//@version=6
 indicator("Jarque-Bera Test (JB)", "JB", overlay=false, precision=4)

 // Helper function to get a window of series data into an array
@@ -23,7 +23,6 @@ _central_moment(float[] arr, int moment_order, float mean_val) =>
        sum_pow_diff / n

 //@function Calculates the Jarque-Bera statistic.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/jb.md
 //@param source series float The input series.
 //@param length simple int The lookback period (sample size). Min 10.
 //@returns series float The Jarque-Bera statistic. Higher values suggest deviation from normality.
@@ -70,7 +69,7 @@ i_length = input.int(20, title="Lookback Period (Sample Size)", minval=10, maxva
 jb_value = jb_stat(i_source, i_length) // Call renamed function

 // Plot
-plot(jb_value, "Jarque-Bera Statistic", color=color.new(color.teal, 0, color=color.yellow, linewidth=2), linewidth=2)
+plot(jb_value, "Jarque-Bera Statistic", color=color.teal, linewidth=2)

 // Critical values for Chi-squared distribution with 2 degrees of freedom (approximate):
 // Significance Level | Critical Value
@@ -1,10 +1,9 @@
 // The MIT License (MIT)
 // © mihakralj
-//@version=5
+//@version=6
 indicator("Kendall Rank Correlation (KENDALL)", "KENDALL", overlay=false, precision=4)

 //@function Calculates Kendall's Tau-a rank correlation coefficient.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/kendall.md
 //@param source1 series float The first input series.
 //@param source2 series float The second input series.
 //@param length int The lookback period. Min 2, Max 60.
@@ -59,4 +58,4 @@ i_source2 = request.security(i_source2_ticker, timeframe.period, close, lookahea
 kendall_value = kendall(i_source1, i_source2, i_period)

 // Plot
-plot(kendall_value, "Kendall's Tau", color=color.new(color.yellow,0, color=color.yellow, linewidth=2), linewidth=2)
+plot(kendall_value, "Kendall's Tau", color=color.yellow, linewidth=2)
@@ -4,7 +4,6 @@
 indicator("Kurtosis, tailedness (KURTOSIS)", "KURTOSIS", overlay=false, precision=8)

 //@function Calculates the excess kurtosis of a series over a lookback period.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/kurtosis.md
 //@param src Source series.
 //@param len Lookback period. Must be greater than 1.
 //@returns The excess kurtosis value.
@@ -4,7 +4,6 @@
 indicator("Linear Regression (LINREG)", "LINREG", overlay=false, precision=8)

 //@function Calculates linear regression and slope over the specified period
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/linreg.md
 //@param src Source series to calculate linear regression from
 //@param len Lookback period for the calculation
 //@returns Tuple containing [intercept, slope]
@@ -4,7 +4,6 @@
 indicator("Median", "MEDIAN", overlay=false, precision=8)

 //@function Calculates the median of a series over a lookback period.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/median.md
 //@param src series float Input data series.
 //@param len simple int Lookback period (must be > 0).
 //@returns series float The median of the series over the period, or na if insufficient valid data.
@@ -4,7 +4,6 @@
 indicator("Mode", "MODE", overlay=false)

 //@function Calculates the mode (most frequent value) of a series over a lookback period.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/mode.md
 //@param src series float Input data series.
 //@param len simple int Lookback period (must be > 0).
 //@returns series float The mode of the series over the period.
@@ -4,7 +4,6 @@
 indicator("Percentile", "PERCENTILE", overlay=true, precision=8)

 //@function Calculates the value at a given percentile for a series over a lookback period.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/percentile.md
 //@param src series float Input data series.
 //@param len simple int Lookback period (must be > 0).
 //@param p simple float Percentile to calculate (0-100). For example, 50 for median.
@@ -1,11 +1,9 @@
 // The MIT License (MIT)
 // © mihakralj
-
 //@version=6
 indicator("Quantile (QUANTILE)", shorttitle="QUANTILE", overlay=true, precision=8)

 //@function Calculates the quantile of a series over a lookback period using linear interpolation.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/quantile.md
 //@param src {series float} The source series to calculate the quantile from.
 //@param len {simple int} The lookback period. Must be greater than 0.
 //@param q_level {simple float} The quantile level to calculate (between 0.0 and 1.0).
@@ -6,7 +6,6 @@ indicator("Skewness (SKEW)", "SKEW", overlay=false, precision=6)
 //@function Calculates the skewness of a source series over a specified period.
 // Skewness is a measure of the asymmetry of the probability distribution of a real-valued random variable about its mean.
 // This implementation calculates the population skewness (Fisher-Pearson coefficient g1).
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/skew.md
 //@param src The source series.
 //@param len The lookback period. Must be > 2.
 //@returns The skewness value.
@@ -1,6 +1,6 @@
 // The MIT License (MIT)
 // © mihakralj
-//@version=5
+//@version=6
 indicator("Spearman Rank Correlation (SPEARMAN)", "SPEARMAN", overlay=false, precision=4)

 // @function Calculates ranks for values in an array.
@@ -63,7 +63,6 @@ pearson_on_arrays(float[] x_arr, float[] y_arr) =>
                sum_xy_diff / denominator_sqrt

 //@function Calculates Spearman Rank Correlation Coefficient.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/spearman.md
 //@param source1 series float The first input series.
 //@param source2 series float The second input series.
 //@param length simple int The lookback period. Min 2, Max 60.
@@ -121,7 +120,7 @@ source2 = request.security(i_source2_ticker, timeframe.period, i_source2_data_ty
 spearman_value = spearman_corr(i_source1, source2, i_length)

 // Plot
-plot(spearman_value, "Spearman's Rho", color=color.new(color.orange, 0, color=color.yellow, linewidth=2), linewidth=2)
+plot(spearman_value, "Spearman's Rho", color=color.orange, linewidth=2)
 hline(0, "Zero Line", color.gray, linestyle=hline.style_dashed)
 hline(0.5, "Moderate Positive Correlation", color.green, linestyle=hline.style_dotted)
 hline(-0.5, "Moderate Negative Correlation", color.red, linestyle=hline.style_dotted)
@@ -4,7 +4,6 @@
 indicator("Standard Deviation (STDDEV)", "STDDEV", overlay=false)

 //@function Calculates the standard deviation using a single pass with a circular buffer.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/stddev.md
 //@param src {series float} Source series.
 //@param len {int} Lookback length. `len` > 0.
 //@returns {series float} Standard deviation of `src` for `len` bars back. Returns `na` if not enough data.
@@ -4,8 +4,6 @@
 indicator("Rolling Sum", "SUM", overlay=false)

 //@function Calculates Rolling Sum over a period using Kahan-Babuška algorithm
-//@doc     Calculates the sum of the last n values with high numerical precision.
-//@doc     Uses Kahan-Babuška summation for machine-epsilon accuracy.
 //@param   source Series to calculate sum from
 //@param   length Number of bars to sum
 //@returns Rolling sum of the last 'length' values
@@ -56,4 +54,4 @@ sum_value = rolling_sum(i_source, i_length)
 // sum_builtin = math.sum(i_source, i_length)

 // Plot
-plot(sum_value, "Sum", color=color.yellow, linewidth=2)
+plot(sum_value, "Sum", color=color.yellow, linewidth=2)
@@ -1,10 +1,9 @@
 // The MIT License (MIT)
 // © mihakralj
-//@version=5
+//@version=6
 indicator("Theil Index (THEIL)", "THEIL", overlay=false, precision=6)

 //@function Calculates Theil's T Index for a series over a lookback period.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/theil.md
 //@param src series float Input data series (must be positive values).
 //@param len simple int Lookback period (must be > 0).
 //@returns series float The Theil's T Index, or na if data is not suitable.
@@ -45,4 +44,4 @@ i_length = input.int(14, title="Lookback Period", minval=1)
 theil_value = theil_t_index(i_source, i_length)

 // Plot
-plot(theil_value, "Theil T Index", color=color.new(color.yellow, 0, color=color.yellow, linewidth=2), linewidth=2)
+plot(theil_value, "Theil T Index", color=color.yellow, linewidth=2)
@@ -4,7 +4,6 @@
 indicator("Variance, Dispersion or Spread (VARIANCE)", "VARIANCE", overlay=false)

 //@function variance
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/variance.md
 //@param src {series float} Source series.
 //@param len {int} Lookback length. `len` > 0.
 //@returns {series float} Variance of `src` for `len` bars back. Returns 0 if not enough data.
@@ -4,7 +4,6 @@
 indicator("Z-Score (ZSCORE)", "ZSCORE", overlay=false)

 //@function Calculates the Z-Score of a series over a lookback period.
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/zscore.md
 //@param src Source series.
 //@param len Lookback period. Must be greater than 1.
 //@returns The Z-Score value.
@@ -4,7 +4,6 @@
 indicator("One-Sample t-Test (ZTEST)", "t-TEST", overlay=false)

 //@function Calculates the t-statistic for a one-sample hypothesis test
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/ztest.md
 //@param source Source series to test (use returns for meaningful results)
 //@param period Lookback period for calculating sample mean and standard deviation
 //@param mu0 Hypothesized population mean to test against