mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 12:08:05 +00:00
fix: resolve build and test errors
- Sar.Quantower.Tests.cs: add missing opening quote on string literal (line 48) - Exports.cs: rename Correlation.Batch → Correl.Batch (CS0103) - Ad.Validation.Tests.cs: fix Ooples OutputValues key "Ad" → "Adl"
This commit is contained in:
@@ -0,0 +1,64 @@
|
||||
// Licensed under the Apache License, Version 2.0
|
||||
// © mihakralj
|
||||
//@version=6
|
||||
indicator("Price Channel (PC)", "PC", overlay=true)
|
||||
|
||||
//@function Calculates Price Channel
|
||||
//@param length_param Lookback period for determining the highest high and lowest low
|
||||
//@returns tuple [upperChannel, middleChannel, lowerChannel]
|
||||
//@optimized Uses monotonic deque for O(1) amortized complexity per bar
|
||||
pc(simple int length_param) =>
|
||||
if length_param <= 0
|
||||
runtime.error("Length must be greater than 0")
|
||||
var deque_hi = array.new_int(0)
|
||||
var src_buffer_hi = array.new_float(0, na)
|
||||
var int current_index_hi = 0
|
||||
var deque_lo = array.new_int(0)
|
||||
var src_buffer_lo = array.new_float(0, na)
|
||||
var int current_index_lo = 0
|
||||
if array.size(src_buffer_hi) != length_param
|
||||
src_buffer_hi := array.new_float(length_param, na)
|
||||
current_index_hi := 0
|
||||
array.clear(deque_hi)
|
||||
src_buffer_lo := array.new_float(length_param, na)
|
||||
current_index_lo := 0
|
||||
array.clear(deque_lo)
|
||||
float cv_hi = nz(high)
|
||||
array.set(src_buffer_hi, current_index_hi, cv_hi)
|
||||
float cv_lo = nz(low)
|
||||
array.set(src_buffer_lo, current_index_lo, cv_lo)
|
||||
while array.size(deque_hi) > 0 and array.get(deque_hi, 0) <= bar_index - length_param
|
||||
array.shift(deque_hi)
|
||||
while array.size(deque_lo) > 0 and array.get(deque_lo, 0) <= bar_index - length_param
|
||||
array.shift(deque_lo)
|
||||
while array.size(deque_hi) > 0
|
||||
if array.get(src_buffer_hi, array.get(deque_hi, array.size(deque_hi) - 1) % length_param) <= cv_hi
|
||||
array.pop(deque_hi)
|
||||
else
|
||||
break
|
||||
array.push(deque_hi, bar_index)
|
||||
while array.size(deque_lo) > 0
|
||||
if array.get(src_buffer_lo, array.get(deque_lo, array.size(deque_lo) - 1) % length_param) >= cv_lo
|
||||
array.pop(deque_lo)
|
||||
else
|
||||
break
|
||||
array.push(deque_lo, bar_index)
|
||||
float highestHigh = array.get(src_buffer_hi, array.get(deque_hi, 0) % length_param)
|
||||
current_index_hi := (current_index_hi + 1) % length_param
|
||||
float lowestLow = array.get(src_buffer_lo, array.get(deque_lo, 0) % length_param)
|
||||
current_index_lo := (current_index_lo + 1) % length_param
|
||||
[highestHigh, (highestHigh + lowestLow) / 2.0, lowestLow]
|
||||
|
||||
// ---------- Main loop ----------
|
||||
|
||||
// Inputs
|
||||
i_length = input.int(20, "Length", minval=1)
|
||||
|
||||
// Calculation
|
||||
[upperCh, middleCh, lowerCh] = pc(i_length)
|
||||
|
||||
// Plot
|
||||
plot(middleCh, "Middle Channel", color=color.yellow, linewidth=2)
|
||||
p1 = plot(upperCh, "Upper Channel", color=color.yellow, linewidth=2)
|
||||
p2 = plot(lowerCh, "Lower Channel", color=color.yellow, linewidth=2)
|
||||
fill(p1, p2, color=color.new(color.blue, 90), title="Band Fill")
|
||||
Reference in New Issue
Block a user