mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-31 02:47:44 +00:00
Miha Kralj
68 lines
2.9 KiB
Plaintext
68 lines
2.9 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("Klinger Volume Oscillator (KVO)", "KVO", overlay=false)
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//@function Calculates Klinger Volume Oscillator
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//@param fast_len Fast EMA period
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//@param slow_len Slow EMA period
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//@param signal_len Signal line period
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//@param src_open Open price series
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//@param src_high High price series
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//@param src_low Low price series
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//@param src_close Close price series
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//@param src_vol Volume series
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//@returns [KVO line, Signal line]
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//@optimized for performance and dirty data
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kvo(int fast_len = 34, int slow_len = 55, int signal_len = 13, series float src_open = open, series float src_high = high, series float src_low = low, series float src_close = close, series float src_vol = volume) =>
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float hlc3 = (src_high + src_low + src_close) / 3.0
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float hlc3_prev = nz(hlc3[1], hlc3)
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var float trend = 1.0
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trend := hlc3 > hlc3_prev ? 1.0 : hlc3 < hlc3_prev ? -1.0 : trend
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float high_low_range = src_high - src_low
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float cm = high_low_range > 0 ? math.abs(2 * ((high_low_range - (src_close - src_low)) / high_low_range) - 1) : 0.0
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float dm = trend * nz(src_vol, 0.0) * cm
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float alpha_f = 2.0 / (fast_len + 1), float alpha_s = 2.0 / (slow_len + 1), float alpha_sig = 2.0 / (signal_len + 1)
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var bool warmup = true, var float e_f = 1.0, var float e_s = 1.0, var float e_sig = 1.0
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var float ema_val_f = 0.0, var float ema_val_s = 0.0, var float ema_val_sig = 0.0
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var float fast_ema = dm, var float slow_ema = dm
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ema_val_f := alpha_f * (dm - ema_val_f) + ema_val_f
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ema_val_s := alpha_s * (dm - ema_val_s) + ema_val_s
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if warmup
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e_f *= (1.0 - alpha_f), e_s *= (1.0 - alpha_s)
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float c_f = 1.0 / (1.0 - e_f), float c_s = 1.0 / (1.0 - e_s)
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fast_ema := c_f * ema_val_f, slow_ema := c_s * ema_val_s
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warmup := e_sig > 1e-10
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else
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fast_ema := ema_val_f, slow_ema := ema_val_s
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float kvo_line = fast_ema - slow_ema
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var float signal_line = kvo_line
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ema_val_sig := alpha_sig * (kvo_line - ema_val_sig) + ema_val_sig
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if warmup
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e_sig *= (1.0 - alpha_sig)
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float c_sig = 1.0 / (1.0 - e_sig)
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signal_line := c_sig * ema_val_sig
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else
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signal_line := ema_val_sig
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[kvo_line, signal_line]
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// ---------- Main Calculation ----------
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// Parameters
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fast_period = input.int(34, "Fast EMA Period", minval=1)
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slow_period = input.int(55, "Slow EMA Period", minval=1)
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signal_period = input.int(13, "Signal Line Period", minval=1)
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// Calculation
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[kvo_line, signal_line] = kvo(fast_period, slow_period, signal_period)
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// ---------- Plots ----------
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plot(kvo_line, "KVO", color.yellow, 2)
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plot(signal_line, "Signal", color.blue, 1)
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hline(0, "Zero Line", color.gray, linestyle=hline.style_dashed)
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histogram = kvo_line - signal_line
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plot(histogram, "Histogram", style=plot.style_histogram,
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color=histogram >= 0 ? color.green : color.red)
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