mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 20:47:43 +00:00
Miha Kralj
37 lines
1.7 KiB
Plaintext
37 lines
1.7 KiB
Plaintext
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0
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// https://mozilla.org/MPL/2.0/
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// © QuanTAlib
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//@version=6
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indicator("SWMA: Symmetric Weighted Moving Average", shorttitle="SWMA", overlay=true)
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// @function Calculates the Symmetric Weighted Moving Average.
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// Uses triangular/symmetric weights that peak at the center of the window.
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// For period N, weight at position i (0-based from newest) is:
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// w(i) = (N/2 + 1) - |i - N/2| (triangular shape)
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// This is equivalent to convolving two rectangular windows (SMA of SMA)
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// and produces a smooth, low-lag FIR filter with zero phase distortion
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// at the center of the window.
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// For period=4 (Pine's built-in ta.swma): weights are [1, 2, 2, 1] / 6.
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// @param src Series to smooth.
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// @param period Window length. Must be >= 2.
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// @returns The symmetric weighted moving average value.
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swma(series float src, simple int period) =>
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float sumWV = 0.0
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float sumW = 0.0
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float half = (period - 1) / 2.0
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for i = 0 to period - 1
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float w = half + 1.0 - math.abs(i - half)
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sumWV += src[i] * w
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sumW += w
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sumWV / sumW
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// ── Inputs ──────────────────────────────────────────────
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p = input.int(4, "Period", minval=2)
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// ── Calculation ─────────────────────────────────────────
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result = swma(close, p)
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// ── Plot ────────────────────────────────────────────────
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plot(result, "SWMA", color=color.yellow, linewidth=2)
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