mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-29 18:17:43 +00:00
Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
62 lines
2.0 KiB
Plaintext
62 lines
2.0 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Chande Forecast Oscillator (CFO)", "CFO", overlay=false)
|
|
|
|
//@function Chande Forecast Oscillator - measures percentage difference between price and forecasted price
|
|
//@param source Price data to analyze
|
|
//@param period Number of bars for linear regression calculation
|
|
//@returns Oscillator value showing forecast error percentage
|
|
//@optimized O(1) complexity using incremental sumXY maintenance
|
|
cfo(series float source, simple int period) =>
|
|
if period <= 0
|
|
runtime.error("Period must be greater than 0")
|
|
if period > 5000
|
|
runtime.error("Period exceeds maximum of 5000")
|
|
|
|
var int count = 0
|
|
var int head = 0
|
|
var float sumY = 0.0
|
|
var float sumXY = 0.0
|
|
var array<float> buffer = array.new_float(period, na)
|
|
|
|
if na(source)
|
|
na
|
|
else
|
|
float oldest = array.get(buffer, head)
|
|
if not na(oldest)
|
|
sumY -= oldest
|
|
sumXY -= sumY
|
|
sumXY += (period - 1) * source
|
|
else
|
|
sumXY += count * source
|
|
count += 1
|
|
|
|
sumY += source
|
|
array.set(buffer, head, source)
|
|
head := (head + 1) % period
|
|
|
|
if count < period
|
|
na
|
|
else
|
|
float sumX = period * (period - 1) / 2
|
|
float sumX2 = period * (period - 1) * (2 * period - 1) / 6
|
|
float denomX = period * sumX2 - sumX * sumX
|
|
|
|
float slope = (period * sumXY - sumX * sumY) / denomX
|
|
float intercept = (sumY - slope * sumX) / period
|
|
float tsf = intercept + slope * (period - 1)
|
|
|
|
float result = source == 0.0 ? na : 100.0 * (source - tsf) / source
|
|
result
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
i_period = input.int(14, "Period", minval=1, maxval=5000)
|
|
i_source = input.source(close, "Source")
|
|
|
|
result = cfo(i_source, i_period)
|
|
|
|
plot(result, "CFO", color=color.yellow, linewidth=2)
|
|
hline(0, "Zero Line", color=color.gray, linestyle=hline.style_dotted)
|