mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
6f0a339c9b
- Sar.Quantower.Tests.cs: add missing opening quote on string literal (line 48) - Exports.cs: rename Correlation.Batch → Correl.Batch (CS0103) - Ad.Validation.Tests.cs: fix Ooples OutputValues key "Ad" → "Adl"
58 lines
2.0 KiB
Plaintext
58 lines
2.0 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("Keltner Channel (KC)", "KC", overlay=true)
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//@function Calculates Keltner Channel using EMA and ATR
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//@param source Series to calculate middle line from
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//@param length Lookback period for calculations
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//@param mult ATR multiplier for band width
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//@returns tuple with [middle, upper, lower] band values
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//@optimized Uses EMA with warmup and ATR with compensator, O(1) complexity per bar
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kc(series float source, simple int length, simple float mult) =>
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if length <= 0 or mult <= 0.0
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runtime.error("Length and multiplier must be greater than 0")
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var float alpha = 2.0 / (length + 1)
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var float sum = 0.0
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var float weight = 0.0
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float ema = na
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if na(sum)
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sum := source
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weight := 1.0
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sum := sum * (1.0 - alpha) + source * alpha
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weight := weight * (1.0 - alpha) + alpha
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ema := sum / weight
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var float prevClose = close
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float tr1 = high - low
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float tr2 = math.abs(high - prevClose)
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float tr3 = math.abs(low - prevClose)
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float trueRange = math.max(tr1, tr2, tr3)
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prevClose := close
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var float EPSILON = 1e-10
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var float raw_rma = 0.0
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var float e = 1.0
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float atrValue = na
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if not na(trueRange)
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float alpha_atr = 1.0 / float(length)
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raw_rma := (raw_rma * (length - 1) + trueRange) / length
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e := (1.0 - alpha_atr) * e
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atrValue := e > EPSILON ? raw_rma / (1.0 - e) : raw_rma
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float width = mult * nz(atrValue, 0.0)
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[ema, ema + width, ema - width]
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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i_length = input.int(20, "Length", minval=1)
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i_mult = input.float(2.0, "ATR Multiplier", minval=0.001)
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// Calculation
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[middle, upper, lower] = kc(i_source, i_length, i_mult)
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// Plot
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plot(middle, "Middle", color=color.yellow, linewidth=2)
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p1 = plot(upper, "Upper", color=color.yellow, linewidth=2)
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p2 = plot(lower, "Lower", color=color.yellow, linewidth=2)
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fill(p1, p2, color=color.new(color.blue, 90), title="Band Fill")
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