Remove multiple Pine Script indicators: SSFDSP, STARCHANNEL, STBANDS, STC, UBANDS, UCHANNEL, VWAPBANDS, and VWAPSD. These indicators were deleted to streamline the library and remove unused or redundant code.

2026-08-24 05:28:05 +00:00 · 2026-02-20 18:44:56 -08:00
parent 3dd05f23e4
commit cbeefc9d64
283 changed files with 23963 additions and 3838 deletions
@@ -0,0 +1,51 @@
+// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0
+// https://mozilla.org/MPL/2.0/
+// © QuanTAlib
+
+//@version=6
+indicator("WINS: Winsorized Mean Moving Average", shorttitle="WINS", overlay=true)
+
+// @function Calculates the Winsorized Mean Moving Average.
+//   Sorts the lookback window, then replaces (not discards) the lowest and
+//   highest winPct% of values with the boundary values at the trim point.
+//   This robust estimator reduces outlier influence while retaining the
+//   full sample size (unlike trimmed mean which discards).
+//   winPct=0 → SMA, winPct=50 → all values equal the median pair.
+// @param src Series to smooth.
+// @param period Window length. Must be >= 3.
+// @param winPct Percentage of values to winsorize from each tail (0-49). Default 10.
+// @returns The winsorized mean value.
+export wins(series float src, simple int period, simple int winPct) =>
+    // Number of values to winsorize from each end
+    int winCount = math.max(int(period * winPct / 100.0), 0)
+    if winCount >= period / 2
+        winCount := (period - 1) / 2
+
+    // Collect values into array and sort
+    float[] vals = array.new_float(period)
+    for i = 0 to period - 1
+        array.set(vals, i, nz(src[i]))
+    array.sort(vals, order.ascending)
+
+    // Replace tail values with boundary values
+    float lowerBound = array.get(vals, winCount)
+    float upperBound = array.get(vals, period - 1 - winCount)
+    for i = 0 to winCount - 1
+        array.set(vals, i, lowerBound)
+        array.set(vals, period - 1 - i, upperBound)
+
+    // Average all values (including replaced ones)
+    float sum = 0.0
+    for i = 0 to period - 1
+        sum += array.get(vals, i)
+    sum / period
+
+// ── Inputs ──────────────────────────────────────────────
+p = input.int(20, "Period", minval=3)
+w = input.int(10, "Winsorize %", minval=0, maxval=49, tooltip="Percentage winsorized from each tail. 0=SMA")
+
+// ── Calculation ─────────────────────────────────────────
+result = wins(close, p, w)
+
+// ── Plot ────────────────────────────────────────────────
+plot(result, "WINS", color=color.yellow, linewidth=2)