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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
42 lines
1.5 KiB
Plaintext
42 lines
1.5 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("Median", "MEDIAN", overlay=false, precision=8)
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//@function Calculates the median of a series over a lookback period.
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//@param src series float Input data series.
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//@param len simple int Lookback period (must be > 0).
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//@returns series float The median of the series over the period, or na if insufficient valid data.
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median(series float src, simple int len) =>
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if len <= 0
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runtime.error("Length must be greater than 0")
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var array<float> values_in_window = array.new_float(0)
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array.clear(values_in_window) // Clear from previous bar's calculation
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for i = 0 to len - 1
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val = src[i]
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if not na(val)
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array.push(values_in_window, val)
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int n = array.size(values_in_window)
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float result = na
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if n > 0
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array.sort(values_in_window) // Sort the array
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if n % 2 == 1 // Odd number of elements
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result := array.get(values_in_window, n / 2)
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else // Even number of elements
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float mid1 = array.get(values_in_window, n / 2 - 1)
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float mid2 = array.get(values_in_window, n / 2)
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result := (mid1 + mid2) / 2.0
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result
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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_length = input.int(14, "Period", minval=1)
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// Calculation
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median_value = median(i_source, i_length)
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// Plot
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plot(median_value, "Median", color=color.new(color.orange, 0, color=color.yellow, linewidth=2), linewidth=2)
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