mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-03 03:47:42 +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.
62 lines
2.4 KiB
Plaintext
62 lines
2.4 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("AOBV - Archer On-Balance Volume (AOBV)", "AOBV", overlay=false)
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//@function Computes AOBV Fast and Slow from OBV using custom EMA calculations without helper functions.
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//@param src (series float) Price source.
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//@param vol (series float) Volume data.
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//@returns ([float, float]) Tuple with AOBV Fast and AOBV Slow values.
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//@optimized Beta precomputation for EMA warmup compensation
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aobv(src, vol) =>
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var float prev_src = na
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safe_src = not na(src) ? src : (not na(prev_src) ? prev_src : 0)
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safe_vol = not na(vol) ? vol : 0
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safe_prev = not na(prev_src) ? prev_src : safe_src
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var float obv_val = 0.0
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obv_val := bar_index == 0 ? (safe_src > safe_prev ? safe_vol : safe_src < safe_prev ? -safe_vol : 0) : obv_val + (safe_src > safe_prev ? safe_vol : safe_src < safe_prev ? -safe_vol : 0)
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if not na(src)
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prev_src := src
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periods = array.from(4, 14)
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var emaArr = array.new_float(2, na)
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var eArr = array.new_float(2, 1.0)
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var warmupArr = array.new_bool(2, true)
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var betaArr = array.new_float(2, 0.0)
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resArr = array.new_float(2, na)
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for i = 0 to array.size(periods) - 1
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period = array.get(periods, i)
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alpha = 2.0 / (period + 1)
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beta = array.get(betaArr, i)
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if beta == 0.0
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beta := 1.0 - alpha
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array.set(betaArr, i, beta)
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ema_val = array.get(emaArr, i)
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if na(ema_val)
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ema_val := 0.0
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array.set(emaArr, i, ema_val)
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array.set(resArr, i, obv_val)
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else
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ema_val := alpha * (obv_val - ema_val) + ema_val
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array.set(emaArr, i, ema_val)
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if array.get(warmupArr, i)
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new_e = array.get(eArr, i) * beta
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array.set(eArr, i, new_e)
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c = 1.0 / (1.0 - new_e)
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array.set(resArr, i, c * ema_val)
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if new_e <= 1e-10
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array.set(warmupArr, i, false)
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else
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array.set(resArr, i, ema_val)
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[array.get(resArr, 0), array.get(resArr, 1)]
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// ---------- Inputs ----------
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src = input.source(close, "Source")
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vol = input.source(volume, "Volume")
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// ---------- Calculations ----------
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[aobvFast, aobvSlow] = aobv(src, vol)
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// ---------- Plotting ----------
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plot(aobvFast, "AOBV Fast", color.blue, linewidth=2)
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plot(aobvSlow, "AOBV Slow", color.red, linewidth=2)
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