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
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// The MIT License (MIT)
// © mihakralj
//@version=6
indicator("Average True Range Normalized (ATRN)", "ATRN", overlay=false, format=format.percent, precision=2)
//@function Calculates the Average True Range Normalized (ATRN) relative to its maximum value over a longer period.
//@param length The period length for the ATR calculation. The highest uses a length of 10 * length.
//@returns The ATRN value, normalized relative to its maximum over the longer period.
//@optimized Beta precomputation for RMA warmup compensation
atrn(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
float atrValue = na
if not na(trueRange)
raw_rma := (raw_rma * (length - 1) + trueRange) / length
e *= beta
atrValue := e > EPSILON ? raw_rma / (1.0 - e) : raw_rma
int lookbackWindow = math.min(10 * length, bar_index + 1)
float maxAtr = ta.highest(atrValue, lookbackWindow)
float minAtr = ta.lowest(atrValue, lookbackWindow)
minAtr < maxAtr ? (atrValue - minAtr) / (maxAtr - minAtr) : 0.5
// ---------- Main loop ----------
// Inputs
i_length = input.int(14, "Length", minval=1, tooltip="Number of bars used for the ATR calculation")
// Calculation
atrnValue = atrn(i_length)
// Plot
plot(atrnValue, "ATRN", color=color.yellow, linewidth=2)