mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-02 11:37:42 +00:00
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.
46 lines
1.5 KiB
Plaintext
46 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("Double Exponential Moving Average (DEMA)", "DEMA", overlay=true)
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//@function Calculates DEMA using double exponential smoothing with compensator
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//@param source Series to calculate DEMA from
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//@param period Lookback period for DEMA calculation
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//@param alpha Optional smoothing factor (overrides period if provided)
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//@returns DEMA value from first bar with proper compensation
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//@optimized Uses exponential warmup compensator on both EMA stages for O(1) complexity
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dema(series float source, simple int period=0, simple float alpha=0) =>
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float a = alpha > 0 ? alpha : 2.0 / (period + 1)
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float beta = 1.0 - a
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var bool warmup = true
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var float e = 1.0
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var float ema1_raw = 0.0
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var float ema2_raw = 0.0
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var float ema1 = source
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var float ema2 = source
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ema1_raw := a * (source - ema1_raw) + ema1_raw
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if warmup
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e *= beta
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float c = 1.0 / (1.0 - e)
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ema1 := c * ema1_raw
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ema2_raw := a * (ema1 - ema2_raw) + ema2_raw
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ema2 := c * ema2_raw
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warmup := e > 1e-10
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else
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ema1 := ema1_raw
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ema2_raw := a * (ema1 - ema2_raw) + ema2_raw
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ema2 := ema2_raw
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2 * ema1 - ema2
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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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dema_value = dema(i_source, period=i_period)
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// Plot
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plot(dema_value, "DEMA", color=color.yellow, linewidth=2)
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