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https://github.com/mihakralj/QuanTAlib.git
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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.
40 lines
1.2 KiB
Plaintext
40 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("Exponential Moving Average (EMA)", "EMA", overlay=true)
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//@function Calculates EMA using exponential smoothing with compensator
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//@param source Series to calculate EMA from
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//@param period Lookback period for EMA calculation
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//@param alpha Optional smoothing factor (overrides period if provided)
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//@returns EMA value from first bar with proper compensation
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//@optimized Uses exponential warmup compensator for O(1) complexity and valid output from bar 1
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ema(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 ema = 0.0
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var float result = source
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ema := a * (source - ema) + ema
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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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result := c * ema
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warmup := e > 1e-10
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else
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result := ema
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result
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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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ema_value = ema(i_source, period=i_period)
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// Plot
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plot(ema_value, "EMA", color=color.yellow, linewidth=2)
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