mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
73 lines
2.9 KiB
Plaintext
73 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("Stoller Average Range Channel (STARCHANNEL)", "STARCHANNEL", overlay=true)
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//@function Calculates Stoller Average Range Channel using ATR for width and SMA for center
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//@param source Source series for the center line
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//@param length Period for SMA calculation
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//@param multiplier ATR multiplier for band width
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//@param atr_length Period for ATR calculation (0 = same as length)
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//@returns tuple with [middle, upper, lower] band values
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//@optimized Uses circular buffer for SMA and ATR with compensator, O(1) complexity
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starchannel(series float source, simple int length, simple float multiplier, simple int atr_length = 0) =>
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if length <= 0 or multiplier <= 0.0
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runtime.error("Length and multiplier must be greater than 0")
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int effective_atr_length = atr_length > 0 ? atr_length : length
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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 int p = math.max(1, length)
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var int head = 0
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var int count = 0
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var array<float> bufferSource = array.new_float(p, na)
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var array<float> bufferTR = array.new_float(p, na)
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var float sumSource = 0.0
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var float sumTR = 0.0
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float oldestSource = array.get(bufferSource, head)
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float oldestTR = array.get(bufferTR, head)
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if not na(oldestSource)
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sumSource -= oldestSource
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sumTR -= oldestTR
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count -= 1
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float currentSource = nz(source)
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float currentTR = nz(trueRange)
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sumSource += currentSource
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sumTR += currentTR
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count += 1
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array.set(bufferSource, head, currentSource)
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array.set(bufferTR, head, currentTR)
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head := (head + 1) % p
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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 = 1.0 / float(effective_atr_length)
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raw_rma := (raw_rma * (effective_atr_length - 1) + trueRange) / effective_atr_length
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e := (1.0 - alpha) * e
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atrValue := e > EPSILON ? raw_rma / (1.0 - e) : raw_rma
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float middleBand = nz(sumSource / count, source)
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float width = nz(atrValue * multiplier)
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[middleBand, middleBand + width, middleBand - 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, "SMA Length", minval=1)
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i_atr_length = input.int(0, "ATR Length (0 = same as SMA)", minval=0)
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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] = starchannel(i_source, i_length, i_mult, i_atr_length)
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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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