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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 20:47:43 +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.
48 lines
1.8 KiB
Plaintext
48 lines
1.8 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("Moving Average Variable Period (MAVP)", "MAVP", overlay=true)
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//@function Calculates EMA with per-bar variable period (TA-Lib MAVP concept)
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//@param source Series to smooth
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//@param period Per-bar effective period (clamped to min_period..max_period)
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//@param min_period Minimum allowed period
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//@param max_period Maximum allowed period
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//@returns EMA value with variable alpha = 2/(period+1), compensated warmup
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//@optimized Uses adaptive warmup compensator that tracks cumulative (1-alpha) product for O(1) per bar
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mavp(series float source, series float period, simple int min_period, simple int max_period) =>
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var float ema = 0.0
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var float e = 1.0
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var bool warmup = true
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var float result = source
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float p = math.max(min_period, math.min(max_period, nz(period, min_period)))
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float a = 2.0 / (p + 1.0)
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float beta = 1.0 - a
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ema := a * (nz(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, tooltip="Base period for the variable-period EMA")
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i_min = input.int(2, "Min Period", minval=1, tooltip="Minimum allowed period")
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i_max = input.int(30, "Max Period", minval=2, tooltip="Maximum allowed period")
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i_source = input.source(close, "Source")
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// Per-bar period series: fixed here, replace with any series for adaptive behavior
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// In the C# implementation, this is an external per-bar series input
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float per_bar_period = float(i_period)
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// Calculation
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mavp_value = mavp(i_source, per_bar_period, i_min, i_max)
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// Plot
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plot(mavp_value, "MAVP", color=color.yellow, linewidth=2)
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