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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
46 lines
1.3 KiB
Plaintext
46 lines
1.3 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("Kairi Relative Index (KRI)", "KRI", overlay=false, precision=4)
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//@function Kairi Relative Index: percentage deviation of source from its SMA
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//@param source Series to analyze
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//@param period SMA lookback period
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//@returns 100 * (source - SMA) / SMA
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//@optimized O(1) per bar via circular buffer with running sum
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kri(series float source, simple int period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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var array<float> buffer = array.new_float(period, na)
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var int head = 0
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var float sum = 0.0
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var int count = 0
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float oldest = array.get(buffer, head)
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if not na(oldest)
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sum -= oldest
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else
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count += 1
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float current = nz(source)
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sum += current
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array.set(buffer, head, current)
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head := (head + 1) % period
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float sma = sum / math.max(1, count)
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sma != 0.0 ? 100.0 * (current - sma) / sma : 0.0
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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_period = input.int(14, "Period", minval=1, maxval=5000, tooltip="SMA lookback period")
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// Calculation
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float result = kri(i_source, i_period)
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// Plot
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plot(result, "KRI", color=color.yellow, linewidth=2)
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hline(0, "Zero", color=color.gray, linestyle=hline.style_dotted)
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