mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-31 02:47:44 +00:00
Miha Kralj
99 lines
2.8 KiB
Plaintext
99 lines
2.8 KiB
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("Bulls Bears Index (BBI)", "BBI", overlay=true)
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//@function Calculates Bulls Bears Index as average of four SMAs with different periods
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//@param source Series to calculate BBI from
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//@param p1 First SMA period (ultra-short trend)
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//@param p2 Second SMA period (short trend)
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//@param p3 Third SMA period (medium trend)
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//@param p4 Fourth SMA period (long trend)
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//@returns BBI value (average of four SMAs)
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//@optimized O(1) complexity using four independent circular buffers
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bbi(series float source, simple int p1, simple int p2, simple int p3, simple int p4) =>
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if p1 <= 0 or p2 <= 0 or p3 <= 0 or p4 <= 0
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runtime.error("All periods must be greater than 0")
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if p1 > 5000 or p2 > 5000 or p3 > 5000 or p4 > 5000
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runtime.error("Periods must not exceed 5000")
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var array<float> buf1 = array.new_float(p1, na)
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var int head1 = 0
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var float sum1 = 0.0
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var int cnt1 = 0
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var array<float> buf2 = array.new_float(p2, na)
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var int head2 = 0
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var float sum2 = 0.0
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var int cnt2 = 0
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var array<float> buf3 = array.new_float(p3, na)
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var int head3 = 0
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var float sum3 = 0.0
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var int cnt3 = 0
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var array<float> buf4 = array.new_float(p4, na)
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var int head4 = 0
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var float sum4 = 0.0
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var int cnt4 = 0
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float val = nz(source)
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float old1 = array.get(buf1, head1)
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if not na(old1)
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sum1 -= old1
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else
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cnt1 += 1
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sum1 += val
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array.set(buf1, head1, val)
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head1 := (head1 + 1) % p1
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float old2 = array.get(buf2, head2)
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if not na(old2)
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sum2 -= old2
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else
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cnt2 += 1
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sum2 += val
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array.set(buf2, head2, val)
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head2 := (head2 + 1) % p2
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float old3 = array.get(buf3, head3)
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if not na(old3)
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sum3 -= old3
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else
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cnt3 += 1
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sum3 += val
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array.set(buf3, head3, val)
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head3 := (head3 + 1) % p3
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float old4 = array.get(buf4, head4)
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if not na(old4)
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sum4 -= old4
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else
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cnt4 += 1
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sum4 += val
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array.set(buf4, head4, val)
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head4 := (head4 + 1) % p4
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float sma1 = sum1 / math.max(1, cnt1)
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float sma2 = sum2 / math.max(1, cnt2)
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float sma3 = sum3 / math.max(1, cnt3)
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float sma4 = sum4 / math.max(1, cnt4)
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(sma1 + sma2 + sma3 + sma4) / 4.0
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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_p1 = input.int(3, "Period 1 (Ultra-Short)", minval=1, maxval=5000)
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i_p2 = input.int(6, "Period 2 (Short)", minval=1, maxval=5000)
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i_p3 = input.int(12, "Period 3 (Medium)", minval=1, maxval=5000)
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i_p4 = input.int(24, "Period 4 (Long)", minval=1, maxval=5000)
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// Calculation
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bbi_value = bbi(i_source, i_p1, i_p2, i_p3, i_p4)
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// Plot
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plot(bbi_value, "BBI", color=color.yellow, linewidth=2)
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