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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
61 lines
2.3 KiB
Plaintext
61 lines
2.3 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("Gann High-Low Activator", "GHLA", overlay=true)
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//@function Calculates Gann High-Low Activator using SMA of Highs/Lows with trend-state switching
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//@param period Lookback period for SMA calculation (Krausz default: 3)
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//@returns Tuple [activator, trend] where trend is 1 (bullish) or -1 (bearish)
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//@optimized O(period) SMA via ta.sma built-in; O(1) state transition with hysteresis
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ghla(simple int period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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// Step 1: Compute SMA of Highs and SMA of Lows over N periods
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float smaHigh = ta.sma(high, period)
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float smaLow = ta.sma(low, period)
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// Step 2: Determine trend state with hysteresis
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// Close > SMA(High) => bullish (+1)
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// Close < SMA(Low) => bearish (-1)
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// Between the two SMAs => retain previous state
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var int trend = 0
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if trend == 0
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// Seed: classify first bar
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trend := close >= smaHigh ? 1 : close <= smaLow ? -1 : 1
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if close > smaHigh
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trend := 1
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else if close < smaLow
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trend := -1
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// else: trend retains previous value (hysteresis zone)
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// Step 3: Select activator line based on trend state
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// Bullish: activator = SMA(Low) — trailing support below price
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// Bearish: activator = SMA(High) — trailing resistance above price
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float activator = trend == 1 ? smaLow : smaHigh
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[activator, trend]
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(3, "Period", minval=1, maxval=100, tooltip="SMA lookback period (Krausz default: 3)")
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// Calculation
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[ghla_line, ghla_trend] = ghla(i_period)
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// Colors
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color bullish_color = color.new(color.green, 0)
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color bearish_color = color.new(color.red, 0)
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color line_color = ghla_trend == 1 ? bullish_color : bearish_color
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// Plot
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plot(ghla_line, "GHLA", color=line_color, linewidth=2, style=plot.style_line)
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// Optional: Plot buy/sell signals when trend flips
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bool trend_changed = ghla_trend != nz(ghla_trend[1])
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plotshape(trend_changed and ghla_trend == 1, "Buy Signal", shape.labelup, location.belowbar, color=bullish_color, text="BUY", textcolor=color.white, size=size.small)
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plotshape(trend_changed and ghla_trend == -1, "Sell Signal", shape.labeldown, location.abovebar, color=bearish_color, text="SELL", textcolor=color.white, size=size.small)
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