mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-30 02:27:43 +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.
51 lines
1.6 KiB
Plaintext
51 lines
1.6 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Elastic Volume Weighted Moving Average (EVWMA)", "EVWMA", overlay=true)
|
|
|
|
//@function Calculates EVWMA using volume-elastic smoothing with circular buffer
|
|
//@param src Source price series
|
|
//@param vol Volume series
|
|
//@param period Lookback period for rolling volume sum
|
|
//@returns EVWMA value where high-volume bars get more weight (faster response)
|
|
//@optimized O(1) per bar via circular buffer for running volume sum
|
|
evwma(series float src, series float vol, simple int period) =>
|
|
var int p = math.max(1, period), var int head = 0, var int count = 0
|
|
var array<float> vol_buffer = array.new_float(p, 0.0)
|
|
var float sum_vol = 0.0
|
|
var float result = na
|
|
|
|
float cur_vol = math.max(nz(vol, 0.0), 0.0)
|
|
float cur_price = nz(src)
|
|
|
|
// Remove oldest volume from running sum
|
|
float old_vol = array.get(vol_buffer, head)
|
|
if count >= p
|
|
sum_vol -= old_vol
|
|
else
|
|
count += 1
|
|
|
|
// Add current volume to running sum
|
|
sum_vol += cur_vol
|
|
array.set(vol_buffer, head, cur_vol)
|
|
head := (head + 1) % p
|
|
|
|
// EVWMA calculation
|
|
if na(result)
|
|
result := cur_price
|
|
else if sum_vol > 0.0
|
|
result := ((sum_vol - cur_vol) * nz(result) + cur_vol * cur_price) / sum_vol
|
|
result
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_period = input.int(20, "Period", minval=1)
|
|
i_source = input.source(close, "Source")
|
|
|
|
// Calculation
|
|
evwma_value = evwma(i_source, volume, i_period)
|
|
|
|
// Plot
|
|
plot(evwma_value, "EVWMA", color=color.yellow, linewidth=2)
|