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Miha Kralj
28 lines
1016 B
Plaintext
28 lines
1016 B
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Logistic Function (SIGMOID)", "SIGMOID", overlay=false, precision=6)
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//@function Applies the logistic (sigmoid) function to a source series.
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// Formula: S(x) = 1 / (1 + exp(-k * (x - x0)))
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// Maps any real-valued input to the range (0, 1).
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//@param src The source series.
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//@param k The steepness factor of the sigmoid curve. Higher k means a steeper curve.
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//@param x0 The x-value of the sigmoid's midpoint (where the output is 0.5).
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//@returns The sigmoid transformed series, values between 0 and 1.
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sigmoid(series float src, simple float k, float x0) =>
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1 / (1 + math.exp(-k * (src - x0)))
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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i_steepness_k = input.float(0.5, "Steepness (k)", minval = 0.000001, step = 0.1)
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// Calculation
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sigmoidValue = sigmoid(i_source, i_steepness_k, ta.sma(i_source,200))
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// Plot
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plot(sigmoidValue, "Sigmoid", color=color.yellow, linewidth=2)
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