gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-25 13:58:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

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

Browse Source 
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
Download Patch File Download Diff File Expand all files Collapse all files
quantower/lib/mmchannel.pine
+49
View File
@@ -0,0 +1,49 @@
// The MIT License (MIT)
// © mihakralj
//@version=6
indicator("Min-Max Channel (MMCHANNEL)", "MMCHANNEL", overlay=true)
//@function Calculates the Min-Max Channel efficiently using monotonic deques
//@param hi Source series for the highest high calculation (usually high)
//@param lo Source series for the lowest low calculation (usually low)
//@param period Lookback period (period > 0)
//@returns Tuple containing [highest_high, lowest_low]
//@optimized Uses monotonic deque for O(1) amortized complexity per bar
mmchannel(series float hi, series float lo, simple int period) =>
if period <= 0
runtime.error("Period must be > 0")
var float[] hbuf = array.new_float(period, na)
var float[] lbuf = array.new_float(period, na)
var int[] hq = array.new_int()
var int[] lq = array.new_int()
int idx = bar_index % period
array.set(hbuf, idx, hi)
array.set(lbuf, idx, lo)
while array.size(hq) > 0 and array.get(hq, 0) <= bar_index - period
array.shift(hq)
while array.size(hq) > 0 and array.get(hbuf, array.get(hq, -1) % period) <= hi
array.pop(hq)
array.push(hq, bar_index)
while array.size(lq) > 0 and array.get(lq, 0) <= bar_index - period
array.shift(lq)
while array.size(lq) > 0 and array.get(lbuf, array.get(lq, -1) % period) >= lo
array.pop(lq)
array.push(lq, bar_index)
float highest = array.get(hbuf, array.get(hq, 0) % period)
float lowest = array.get(lbuf, array.get(lq, 0) % period)
[highest, lowest]
// ---------- Main loop ----------
// Inputs
i_period = input.int(20, "Period", minval=1)
i_high = input.source(high, "High Source")
i_low = input.source(low, "Low Source")
// Calculation
[highest, lowest] = mmchannel(i_high, i_low, i_period)
// Plot
p1 = plot(highest, "Highest High", color=color.yellow, linewidth=2)
p2 = plot(lowest, "Lowest Low", color=color.yellow, linewidth=2)
fill(p1, p2, color=color.new(color.blue, 90), title="Band Fill")