mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
43 lines
1.4 KiB
Plaintext
43 lines
1.4 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("Sine-weighted Moving Average (SINEMA)", "SINEMA", overlay=true)
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//@function Calculates SINEMA using sine-wave weighted smoothing with compensator
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//@param source Series to calculate SINEMA from
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//@param period Lookback period - FIR window size
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//@returns SINEMA value, calculates from first bar using available data
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//@optimized Uses sine wave weighting with O(n) complexity per bar due to lookback loop
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sinema(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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int p = math.min(bar_index + 1, period)
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var int prev_p = 0
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var array<float> sine_weights = array.new_float(period, 0.0)
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if p != prev_p
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sine_weights := array.new_float(p, 0.0)
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for j = 0 to p - 1
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array.set(sine_weights, j, math.sin(math.pi * (j + 1) / p))
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prev_p := p
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float sum = 0.0
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float weight = 0.0
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for i = 0 to p - 1
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float price = source[i]
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if not na(price)
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float w = array.get(sine_weights, i)
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sum += price * w
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weight += w
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nz(sum / weight, source)
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(10, "Period", minval=1)
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i_source = input.source(close, "Source")
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// Calculation
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sinema_value = sinema(i_source, i_period)
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// Plot
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plot(sinema_value, "SINEMA", color=color.yellow, linewidth=2)
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