mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
45 lines
1.6 KiB
Plaintext
45 lines
1.6 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Lowest Value (LOWEST)", "LOWEST", overlay=true)
|
|
|
|
//@function Lowest value over a specified period using a monotonic deque.
|
|
//@param src {series float} Source series.
|
|
//@param len {int} Lookback length. `len` > 0.
|
|
//@returns {series float} Lowest value of `src` for `len` bars back. Returns the lowest value seen so far during initial bars.
|
|
lowest(series float src, int len) =>
|
|
if len <= 0
|
|
runtime.error("Length must be greater than 0")
|
|
var deque = array.new_int(0)
|
|
var src_buffer = array.new_float(len, na)
|
|
var int current_index = 0
|
|
float current_val = nz(src)
|
|
array.set(src_buffer, current_index, current_val)
|
|
while array.size(deque) > 0 and array.get(deque, 0) <= bar_index - len
|
|
array.shift(deque)
|
|
while array.size(deque) > 0
|
|
int last_index_in_deque = array.get(deque, array.size(deque) - 1)
|
|
int buffer_lookup_index = last_index_in_deque % len
|
|
if array.get(src_buffer, buffer_lookup_index) >= current_val
|
|
array.pop(deque)
|
|
else
|
|
break
|
|
array.push(deque, bar_index)
|
|
int lowest_index = array.get(deque, 0)
|
|
int lowest_buffer_index = lowest_index % len
|
|
float result = array.get(src_buffer, lowest_buffer_index)
|
|
current_index := (current_index + 1) % len
|
|
result
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_period = input.int(14, "Period", minval=1) // Default period 14
|
|
i_source = input.source(close, "Source")
|
|
|
|
// Calculation
|
|
lowest_value = lowest(i_source, i_period)
|
|
|
|
// Plot
|
|
plot(lowest_value, "Lowest", color=color.yellow, linewidth=2)
|