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https://github.com/mihakralj/QuanTAlib.git
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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.
76 lines
2.9 KiB
Plaintext
76 lines
2.9 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("Stochastic Oscillator (STOCH)", "STOCH", overlay=false)
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//@function Calculates the Stochastic Oscillator (%K and %D). %K = 100 * (close - lowest_low(kLength)) / (highest_high(kLength) - lowest_low(kLength)). %D = SMA(%K, dPeriod). Uses efficient deque implementation for min/max and buffer-based SMA.
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//@param kLength `simple int` The lookback period for calculating highest high and lowest low.
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//@param dPeriod `simple int` The smoothing period for the %D line (SMA of %K).
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//@returns `[float, float]` A tuple containing the %K value and the %D value.
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stoch(simple int kLength,simple int dPeriod)=>
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if kLength<=0 or dPeriod<=0
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runtime.error("Both periods must be positive")
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var float kVal=0.0, var float dVal=0.0
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var int dHead=0, var float dSum=0.0
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var array<int>lowestDeque=array.new_int(0)
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var array<float>lowestBuffer=array.new_float(kLength,na)
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var array<int>highestDeque=array.new_int(0)
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var array<float>highestBuffer=array.new_float(kLength,na)
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var array<float>dBuffer=array.new_float(dPeriod,0.0)
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int idx=bar_index%kLength
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float lv=nz(low), float hv=nz(high)
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array.set(lowestBuffer,idx,lv)
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array.set(highestBuffer,idx,hv)
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while array.size(lowestDeque)>0
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if array.get(lowestDeque,0)<=bar_index-kLength
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array.shift(lowestDeque)
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else
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break
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while array.size(lowestDeque)>0
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if array.get(lowestBuffer,array.get(lowestDeque,array.size(lowestDeque)-1)%kLength)>=lv
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array.pop(lowestDeque)
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else
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break
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array.push(lowestDeque,bar_index)
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while array.size(highestDeque)>0
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if array.get(highestDeque,0)<=bar_index-kLength
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array.shift(highestDeque)
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else
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break
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while array.size(highestDeque)>0
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if array.get(highestBuffer,array.get(highestDeque,array.size(highestDeque)-1)%kLength)<=hv
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array.pop(highestDeque)
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else
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break
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array.push(highestDeque,bar_index)
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int li=array.get(lowestDeque,0)
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int hi=array.get(highestDeque,0)
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float lowestLow=array.get(lowestBuffer,li%kLength)
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float highestHigh=array.get(highestBuffer,hi%kLength)
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float rnge=highestHigh-lowestLow
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kVal:=rnge>0?100*(close-lowestLow)/rnge:0.0
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if bar_index==0
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dSum:=kVal*dPeriod
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array.fill(dBuffer,kVal)
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else
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float oldVal=array.get(dBuffer,dHead)
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dSum:=dSum-oldVal+kVal
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array.set(dBuffer,dHead,kVal)
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dHead:=(dHead+1)%dPeriod
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dVal:=dSum/dPeriod
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[kVal,dVal]
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// ---------- Main loop ----------
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// Inputs
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kPeriod = input.int(14, "K Length", minval=1)
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dPeriod = input.int(3, "D Smooth", minval=1)
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// Calculation
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[kValue, dValue] = stoch(kPeriod, dPeriod)
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// Plot
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plot(kValue, "Stochastic %K", color=color.green, linewidth=2)
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plot(dValue, "Stochastic %D", color=color.red, linewidth=2)
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