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https://github.com/mihakralj/QuanTAlib.git
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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.
59 lines
3.4 KiB
Plaintext
59 lines
3.4 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("Volume Oscillator (VO)", "VO", overlay=false)
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//@function Calculates Volume Oscillator
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//@param short_period Period for short-term volume moving average
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//@param long_period Period for long-term volume moving average
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//@param signal_period Period for signal line moving average
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//@param vol Volume series
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//@returns Volume Oscillator value
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//@optimized for performance and dirty data
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vo(simple int short_period, simple int long_period, simple int signal_period, series float vol=volume) =>
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volume_val = math.max(nz(vol, 0.0), 1.0)
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var p_short = short_period
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var buffer_short = array.new_float(p_short, na)
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var head_short = 0, var sum_short = 0.0, var valid_count_short = 0
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oldest_short = array.get(buffer_short, head_short)
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sum_short := not na(oldest_short) ? sum_short - oldest_short : sum_short
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valid_count_short := not na(oldest_short) ? valid_count_short - 1 : valid_count_short
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sum_short := not na(volume_val) ? sum_short + volume_val : sum_short
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valid_count_short := not na(volume_val) ? valid_count_short + 1 : valid_count_short
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array.set(buffer_short, head_short, volume_val)
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head_short := (head_short + 1) % p_short
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short_ma = valid_count_short > 0 ? sum_short / valid_count_short : volume_val
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var p_long = long_period
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var buffer_long = array.new_float(p_long, na)
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var head_long = 0, var sum_long = 0.0, var valid_count_long = 0
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oldest_long = array.get(buffer_long, head_long)
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sum_long := not na(oldest_long) ? sum_long - oldest_long : sum_long
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valid_count_long := not na(oldest_long) ? valid_count_long - 1 : valid_count_long
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sum_long := not na(volume_val) ? sum_long + volume_val : sum_long
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valid_count_long := not na(volume_val) ? valid_count_long + 1 : valid_count_long
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array.set(buffer_long, head_long, volume_val)
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head_long := (head_long + 1) % p_long
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long_ma = valid_count_long > 0 ? sum_long / valid_count_long : volume_val
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vo_value = long_ma > 0 ? ((short_ma - long_ma) / long_ma) * 100 : 0.0
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var p_signal = signal_period
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var buffer_signal = array.new_float(p_signal, na)
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var head_signal = 0, var sum_signal = 0.0, var valid_count_signal = 0
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oldest_signal = array.get(buffer_signal, head_signal)
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sum_signal := not na(oldest_signal) ? sum_signal - oldest_signal : sum_signal
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valid_count_signal := not na(oldest_signal) ? valid_count_signal - 1 : valid_count_signal
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sum_signal := not na(vo_value) ? sum_signal + vo_value : sum_signal
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valid_count_signal := not na(vo_value) ? valid_count_signal + 1 : valid_count_signal
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array.set(buffer_signal, head_signal, vo_value)
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head_signal := (head_signal + 1) % p_signal
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signal_line = valid_count_signal > 0 ? sum_signal / valid_count_signal : vo_value
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[vo_value, signal_line]
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short_period = input.int(5, "Short Period", minval=1, maxval=50, tooltip="Period for short-term volume moving average")
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long_period = input.int(10, "Long Period", minval=2, maxval=100, tooltip="Period for long-term volume moving average")
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signal_period = input.int(10, "Signal Period", minval=1, maxval=50, tooltip="Period for signal line moving average")
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[vo_value, signal_line] = vo(short_period, long_period, signal_period)
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plot(vo_value, "Volume Oscillator", color=color.yellow, linewidth=2)
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plot(signal_line, "Signal Line", color=color.blue, linewidth=2)
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