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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.
53 lines
2.4 KiB
Plaintext
53 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("Price Volume Divergence (PVD)", "PVD", overlay=false)
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//@function Calculates Price Volume Divergence
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//@param price_period Lookback period for price momentum
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//@param volume_period Lookback period for volume momentum
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//@param smoothing_period Period for smoothing divergence signals
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//@param c Close price series
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//@param vol Volume series
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//@returns Smoothed divergence value
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//@optimized for performance and dirty data
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pvd(simple int price_period, simple int volume_period, simple int smoothing_period, series float c=close, series float vol=volume ) =>
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float close_price = nz(c, close)
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float volume_val = math.max(nz(vol, 0.0), 1.0)
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float prev_close = bar_index < price_period ? close_price[math.max(bar_index, 1)] : close_price[price_period]
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float prev_volume = bar_index < volume_period ? volume_val[math.max(bar_index, 1)] : volume_val[volume_period]
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float price_roc = prev_close > 0 ? (close_price - prev_close) / prev_close * 100 : 0.0
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float volume_roc = prev_volume > 0 ? (volume_val - prev_volume) / prev_volume * 100 : 0.0
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int price_momentum = price_roc > 0 ? 1 : price_roc < 0 ? -1 : 0
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int volume_momentum = volume_roc > 0 ? 1 : volume_roc < 0 ? -1 : 0
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float magnitude = math.abs(price_roc) + math.abs(volume_roc)
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float divergence_raw = price_momentum * -volume_momentum * magnitude
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var int p = smoothing_period
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var array<float> buffer = array.new_float(p, na)
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var int head = 0, var float sum = 0.0, var int valid_count = 0
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float oldest = array.get(buffer, head)
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if not na(oldest)
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sum -= oldest
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valid_count -= 1
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if not na(divergence_raw)
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sum += divergence_raw
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valid_count += 1
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array.set(buffer, head, divergence_raw)
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head := (head + 1) % p
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valid_count > 0 ? sum / valid_count : divergence_raw
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// ---------- Inputs ----------
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price_period = input.int(14, "Price Period", minval=1, maxval=100)
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volume_period = input.int(14, "Volume Period", minval=1, maxval=100)
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divergence_threshold = input.float(50.0, "Divergence Threshold", minval=0)
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smoothing_period = input.int(3, "Smoothing Period", minval=1, maxval=20)
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// ---------- Main loop ----------
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// Calculation
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pvd_value = pvd(price_period, volume_period, smoothing_period)
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// Plot main line
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plot(pvd_value, "PVD", color=color.yellow, linewidth=2)
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