// Licensed under the Apache License, Version 2.0 // © mihakralj //@version=6 indicator("Moving Average Variable Period (MAVP)", "MAVP", overlay=true) //@function Calculates EMA with per-bar variable period (TA-Lib MAVP concept) //@param source Series to smooth //@param period Per-bar effective period (clamped to min_period..max_period) //@param min_period Minimum allowed period //@param max_period Maximum allowed period //@returns EMA value with variable alpha = 2/(period+1), compensated warmup //@optimized Uses adaptive warmup compensator that tracks cumulative (1-alpha) product for O(1) per bar mavp(series float source, series float period, simple int min_period, simple int max_period) => var float ema = 0.0 var float e = 1.0 var bool warmup = true var float result = source float p = math.max(min_period, math.min(max_period, nz(period, min_period))) float a = 2.0 / (p + 1.0) float beta = 1.0 - a ema := a * (nz(source) - ema) + ema if warmup e *= beta float c = 1.0 / (1.0 - e) result := c * ema warmup := e > 1e-10 else result := ema result // ---------- Main loop ---------- // Inputs i_period = input.int(10, "Period", minval=1, tooltip="Base period for the variable-period EMA") i_min = input.int(2, "Min Period", minval=1, tooltip="Minimum allowed period") i_max = input.int(30, "Max Period", minval=2, tooltip="Maximum allowed period") i_source = input.source(close, "Source") // Per-bar period series: fixed here, replace with any series for adaptive behavior // In the C# implementation, this is an external per-bar series input float per_bar_period = float(i_period) // Calculation mavp_value = mavp(i_source, per_bar_period, i_min, i_max) // Plot plot(mavp_value, "MAVP", color=color.yellow, linewidth=2)