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
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+// The MIT License (MIT)
+// © mihakralj
+//@version=6
+indicator("Holt-Winters Triple Smoothing (HW)", "HW", overlay=true)
+
+//@function Computes Holt-Winters Triple Exponential Smoothing with level (F),
+//          velocity (V), and acceleration (A) components. Extends Holt's double
+//          smoothing by adding a second-order derivative tracker for curvature.
+//          Output forecasts using F + V + 0.5×A (Taylor expansion to second order).
+//@param source Series to smooth
+//@param period Lookback period (determines alpha=2/(period+1), beta=gamma=1/period)
+//@param na   Alpha override: level smoothing (0..1, 0=auto)
+//@param nb   Beta override: velocity smoothing (0..1, 0=auto)
+//@param ng   Gamma override: acceleration smoothing (0..1, 0=auto)
+//@returns Holt-Winters smoothed value from first bar
+//@reference Winters, P.R. (1960). "Forecasting Sales by Exponentially Weighted
+//           Moving Averages." Management Science, 6(3), 324-342.
+//@reference Holt, C.C. (1957/2004). "Forecasting Seasonals and Trends by
+//           Exponentially Weighted Moving Averages." International Journal of
+//           Forecasting, 20(1), 5-10.
+//@optimized O(1) per bar — three IIR state variables with FMA-equivalent updates
+hw(series float source, simple int period, simple float na=0, simple float nb=0, simple float ng=0) =>
+    if period <= 0
+        runtime.error("Period must be greater than 0")
+
+    float price = nz(source)
+
+    // Smoothing factors: auto-derive from period if overrides are 0
+    float alpha = na > 0 and na <= 1 ? na : 2.0 / (period + 1)
+    float beta  = nb > 0 and nb <= 1 ? nb : 1.0 / period
+    float gamma = ng > 0 and ng <= 1 ? ng : 1.0 / period
+    float decayA = 1.0 - alpha
+    float decayB = 1.0 - beta
+    float decayG = 1.0 - gamma
+
+    // State: level (F), velocity (V), acceleration (A)
+    var float F = na
+    var float V = 0.0
+    var float A = 0.0
+
+    if na(F)
+        // First bar: initialize level to source, velocity and acceleration to 0
+        F := price
+        V := 0.0
+        A := 0.0
+        price
+    else
+        float prevF = F
+        float prevV = V
+        float prevA = A
+
+        // Level: F = alpha * source + (1 - alpha) * (prevF + prevV + 0.5 * prevA)
+        float forecast = prevF + prevV + 0.5 * prevA
+        F := alpha * price + decayA * forecast
+
+        // Velocity: V = beta * (F - prevF) + (1 - beta) * (prevV + prevA)
+        V := beta * (F - prevF) + decayB * (prevV + prevA)
+
+        // Acceleration: A = gamma * (V - prevV) + (1 - gamma) * prevA
+        A := gamma * (V - prevV) + decayG * prevA
+
+        // Output: F + V + 0.5 * A (second-order Taylor forecast)
+        F + V + 0.5 * A
+
+// ── Inputs ──────────────────────────────────────────────────────────────
+src     = input.source(close, "Source")
+per     = input.int(10, "Period", minval=1)
+i_alpha = input.float(0, "Alpha (0=auto)", minval=0, maxval=1, step=0.01,
+              tooltip="Level smoothing. 0 = 2/(period+1)")
+i_beta  = input.float(0, "Beta (0=auto)", minval=0, maxval=1, step=0.01,
+              tooltip="Velocity smoothing. 0 = 1/period")
+i_gamma = input.float(0, "Gamma (0=auto)", minval=0, maxval=1, step=0.01,
+              tooltip="Acceleration smoothing. 0 = 1/period")
+
+// ── Plot ────────────────────────────────────────────────────────────────
+plot(hw(src, per, i_alpha, i_beta, i_gamma), "HW", color.new(color.yellow, 0), 2)