SIMD Refactor: Merge simd-dev into dev (#55)

Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>
Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat>
Co-authored-by: Warp <agent@warp.dev>
This commit is contained in:
Miha Kralj
2026-01-18 19:02:03 -08:00
committed by GitHub
co-authored by Claude Opus 4.5 aider Warp
parent 5bcdf8d614
commit 86fe32a682
1750 changed files with 198235 additions and 80539 deletions
+40
View File
@@ -0,0 +1,40 @@
// The MIT License (MIT)
// © mihakralj
//@version=6
indicator("Average True Range (ATR)", "ATR", overlay=false)
//@function Calculates the Average True Range (ATR)
//@param length The period length for the ATR calculation.
//@returns The ATR value.
//@optimized Beta precomputation for RMA warmup compensation
atr(simple int length) =>
if length <= 0
runtime.error("Period must be greater than 0")
var float prevClose = close
float tr1 = high - low
float tr2 = math.abs(high - prevClose)
float tr3 = math.abs(low - prevClose)
float trueRange = math.max(tr1, tr2, tr3)
prevClose := close
float alpha = 1.0 / float(length)
float beta = 1.0 - alpha
var float EPSILON = 1e-10
var float raw_rma = 0.0
var float e = 1.0
if not na(trueRange)
raw_rma := (raw_rma * (length - 1) + trueRange) / length
e *= beta
e > EPSILON ? raw_rma / (1.0 - e) : raw_rma
else
na
// ---------- Main loop ----------
// Inputs
i_length = input.int(14, "Length", minval=1, tooltip="Number of bars used for the ATR calculation")
// Calculation
atrValue = atr(i_length)
// Plot
plot(atrValue, "ATR", color=color.yellow, linewidth=2)