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Add documentation links for various volatility indicators and channels

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- 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.
This commit is contained in:
Miha Kralj
2026-02-18 11:55:48 -08:00
parent 79c0d72d0a
commit 24e86d762a
332 changed files with 19813 additions and 323 deletions
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lib/volume/adl/adl.pine
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indicator("Accumulation/Distribution Line (ADL)", "ADL", overlay=false)
//@function Calculates the Accumulation/Distribution Line (ADL), a volume-based indicator that measures money flow into and out of a security
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/adl.md
//@param src_high The high price (default: built-in high)
//@param src_low The low price (default: built-in low)
//@param src_close The close price (default: built-in close)
@@ -26,4 +25,4 @@ adl(src_high = high, src_low = low, src_close = close, src_vol = volume) =>
adl_val = adl(high, low, close, volume)
// ---------- Plotting ----------
plot(adl_val, "ADL", color=color.yellow, linewidth=2)
plot(adl_val, "ADL", color=color.yellow, linewidth=2)
lib/volume/adosc/adosc.pine
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indicator("Chaikin A/D Oscillator (ADOSC)", "ADOSC", overlay=false)
//@function Calculates the Chaikin Accumulation/Distribution Oscillator (ADOSC), a momentum indicator derived from the ADL
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/adosc.md
//@param shortPeriod (simple int) Length of the short-term EMA applied to the ADL
//@param longPeriod (simple int) Length of the long-term EMA applied to the ADL
//@returns (float) The ADOSC value for the current bar (difference between short and long EMAs of ADL)
@@ -37,4 +36,4 @@ longPeriod = input.int(10, "Long Period", minval=1)
osc = adosc(shortPeriod, longPeriod)
// ---------- Plotting ----------
plot(osc, "ADOSC", color.new(color.yellow, 0, color=color.yellow, linewidth=2), linewidth=2)
plot(osc, "ADOSC", color.new(color.yellow, 0, color=color.yellow, linewidth=2), linewidth=2)
lib/volume/aobv/aobv.pine
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indicator("AOBV - Archer On-Balance Volume (AOBV)", "AOBV", overlay=false)
//@function Computes AOBV Fast and Slow from OBV using custom EMA calculations without helper functions.
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/aobv.md
//@param src (series float) Price source.
//@param vol (series float) Volume data.
//@returns ([float, float]) Tuple with AOBV Fast and AOBV Slow values.
lib/volume/cmf/cmf.pine
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indicator("Chaikin Money Flow (CMF)", "CMF", overlay=false)
//@function Calculates the Chaikin Money Flow (CMF), measuring buying and selling pressure through price and volume
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/cmf.md
//@param len Lookback period length (default: 20)
//@param src_high The high price (default: built-in high)
//@param src_low The low price (default: built-in low)
lib/volume/efi/efi.pine
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indicator("Elder's Force Index (EFI)", "EFI", overlay=false)
//@function Calculates Elder's Force Index (EFI), measuring buying and selling pressure through price change and volume
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/efi.md
//@param len Lookback period for EMA smoothing (default: 13)
//@param src Source price for calculation (default: built-in close)
//@param src_vol The volume (default: built-in volume)
lib/volume/eom/eom.pine
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indicator("Ease of Movement (EOM)", "EOM", overlay=false)
//@function Calculate Ease of Movement Volume
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/eom.md
//@param i_length integer Length for box ratio calculation
//@param i_smoothing integer Smoothing length for EOM
//@returns float Ease of Movement value
lib/volume/iii/iii.pine
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indicator("Intraday Intensity Index (III)", "III", overlay=false)
//@function Calculates Intraday Intensity Index
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/iii.md
//@param period Smoothing period for the intensity index
//@param cumulative Whether to accumulate intensity values
//@param h High price series
lib/volume/kvo/kvo.pine
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indicator("Klinger Volume Oscillator (KVO)", "KVO", overlay=false)
//@function Calculates Klinger Volume Oscillator
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/kvo.md
//@param fast_len Fast EMA period
//@param slow_len Slow EMA period
//@param signal_len Signal line period
lib/volume/mfi/mfi.pine
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indicator("Money Flow Index (MFI)", "MFI", overlay=false)
//@function Calculates Money Flow Index, a volume-weighted RSI that measures buying/selling pressure
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/mfi.md
//@param len Period for MFI calculation
//@param src_high High price series
//@param src_low Low price series
lib/volume/nvi/nvi.pine
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indicator("Negative Volume Index (NVI)", "NVI", overlay=false)
//@function Calculates Negative Volume Index, tracks price changes on days with lower volume
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/nvi.md
//@param src Price series to use for calculation
//@param vol Volume series
//@param start_value Starting value for NVI (typically 100 or 1000)
lib/volume/obv/obv.pine
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indicator("On Balance Volume (OBV)", "OBV", overlay=false)
//@function Calculates On Balance Volume
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/obv.md
//@param c Close price series
//@param vol Volume series
//@returns Cumulative On Balance Volume value
lib/volume/pvd/pvd.pine
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indicator("Price Volume Divergence (PVD)", "PVD", overlay=false)
//@function Calculates Price Volume Divergence
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/pvd.md
//@param price_period Lookback period for price momentum
//@param volume_period Lookback period for volume momentum
//@param smoothing_period Period for smoothing divergence signals
lib/volume/pvi/pvi.pine
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indicator("Positive Volume Index (PVI)", "PVI", overlay=false)
//@function Calculates Positive Volume Index, tracks price changes on days with higher volume
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/pvi.md
//@param src Price series to use for calculation
//@param vol Volume series
//@param start_value Starting value for PVI (typically 100 or 1000)
lib/volume/pvo/pvo.pine
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indicator("Percentage Volume Oscillator (PVO)", "PVO", overlay=false)
//@function Calculates Percentage Volume Oscillator
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/pvo.md
//@param vol Volume series
//@param fast_period Fast period for volume MA
//@param slow_period Slow period for volume MA
lib/volume/pvr/pvr.pine
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indicator("Price Volume Rank (PVR)", "PVR", overlay=false)
//@function Calculates Price Volume Rank
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/pvr.md
//@param price Price series for comparison
//@param vol Volume series for comparison
//@returns Price Volume Rank (0-4)
lib/volume/pvt/pvt.pine
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indicator("Price Volume Trend (PVT)", "PVT", overlay=false)
//@function Calculates Price Volume Trend, cumulative volume adjusted by relative price changes
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/pvt.md
//@param src Source price for calculation (typically close)
//@param src_vol Volume data
//@returns float The cumulative PVT value
lib/volume/tvi/tvi.pine
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indicator("Trade Volume Index (TVI)", "TVI", overlay=false)
//@function Calculates Trade Volume Index
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/tvi.md
//@param price Price series for tick direction analysis
//@param vol Volume series for weighting
//@param min_tick Minimum price movement to register direction change
lib/volume/twap/twap.pine
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indicator("Time Weighted Average Price (TWAP)", "TWAP", overlay=true)
//@function Calculates session-based TWAP (Time Weighted Average Price)
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/twap.md
//@param src Source price series (typically ohlc4 or hlc3)
//@param reset_condition Condition to reset TWAP calculation
//@returns TWAP value representing simple average price from session start
lib/volume/va/va.pine
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indicator("Volume Accumulation (VA)", "VA", overlay=false)
//@function Calculates Volume Accumulation
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/va.md
//@param h High price series
//@param l Low price series
//@param c Close price series
lib/volume/vf/vf.pine
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indicator("Volume Force (VF)", "VF", overlay=false)
//@function Calculates Volume Force, measuring the force of volume behind price movements
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/vf.md
//@param len Smoothing period (default: 14)
//@param src Source price for calculation (default: close)
//@param src_vol Volume data (default: volume)
lib/volume/vo/vo.pine
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indicator("Volume Oscillator (VO)", "VO", overlay=false)
//@function Calculates Volume Oscillator
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/vo.md
//@param short_period Period for short-term volume moving average
//@param long_period Period for long-term volume moving average
//@param signal_period Period for signal line moving average
lib/volume/vroc/vroc.pine
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indicator("Volume Rate of Change (VROC)", "VROC", overlay=false)
//@function Calculates Volume Rate of Change
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/vroc.md
//@param vol Volume series for rate of change calculation
//@param period Number of periods for comparison
//@param calc_type Calculation type: true for percentage, false for point change
lib/volume/vwad/vwad.pine
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indicator("Volume Weighted Accumulation/Distribution (VWAD)", "VWAD", overlay=false)
//@function Calculates VWAD using volume weighting for enhanced sensitivity
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/vwad.md
//@param src_high High price series
//@param src_low Low price series
//@param src_close Close price series
lib/volume/vwap/vwap.pine
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indicator("Volume Weighted Average Price (VWAP)", "VWAP", overlay=true)
//@function Calculates session-based VWAP (Volume Weighted Average Price)
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/vwap.md
//@param src Source price series (typically hlc3)
//@param vol Volume series
//@param reset_condition Condition to reset VWAP calculation
lib/volume/vwma/vwma.pine
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indicator("Volume Weighted Moving Average (VWMA)", "VWMA", overlay=true)
//@function Calculates VWMA using circular buffer for efficient computation
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/vwma.md
//@param src Source price series
//@param vol Volume series
//@param period Lookback period for VWMA calculation
lib/volume/wad/wad.pine
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indicator("Williams Accumulation/Distribution (WAD)", "WAD", overlay=false)
//@function Calculates Williams A/D using price relationships and volume
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/wad.md
//@param src_high High price series
//@param src_low Low price series
//@param src_close Close price series