mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-03 03:47:42 +00:00
Miha Kralj
41 lines
1.2 KiB
Plaintext
41 lines
1.2 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("Simple Moving Average (SMA)", "SMA", overlay=true)
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//@function Calculates SMA using simple smoothing with compensator
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//@param source Series to calculate SMA from
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//@param period Lookback period - FIR window size
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//@returns SMA value, calculates from first bar using available data
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//@optimized Uses circular buffer and running sum for O(1) complexity
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sma(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 = period
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var array<float> buffer = array.new_float(p, 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) % p
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sum / math.max(1, count)
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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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sma_value = sma(i_source, i_period)
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// Plot
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plot(sma_value, "SMA", color=color.yellow, linewidth=2)
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