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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.
79 lines
2.3 KiB
Plaintext
79 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("Pretty Good Oscillator (PGO)", "PGO", overlay=false)
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//@function Calculate Pretty Good Oscillator (PGO)
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//@param source Price data to analyze
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//@param period Number of bars for SMA and ATR calculation
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//@returns PGO value normalized by ATR
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pgo(series float source, 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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if period > 5000
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runtime.error("Period exceeds maximum of 5000")
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var array<float> sma_buffer = array.new_float(period, na)
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var int sma_head = 0
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var float sma_sum = 0.0
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var int valid_count = 0
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float oldest = array.get(sma_buffer, sma_head)
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if not na(oldest)
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sma_sum -= oldest
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valid_count -= 1
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if not na(source)
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sma_sum += source
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valid_count += 1
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array.set(sma_buffer, sma_head, source)
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sma_head := (sma_head + 1) % period
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float sma_value = nz(sma_sum / valid_count, source)
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float prevClose = nz(close[1], 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 tr = math.max(tr1, math.max(tr2, tr3))
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float a = 1.0 / float(period)
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float beta = 1.0 - a
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var bool warmup = true
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var float e = 1.0
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var float ema = 0.0
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var float atr = nz(tr)
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ema := a * (nz(tr) - ema) + ema
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if warmup
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e *= beta
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float c = 1.0 / (1.0 - e)
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atr := c * ema
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warmup := e > 1e-10
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else
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atr := ema
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float pgo_value = atr > 0 ? (source - sma_value) / atr : na
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pgo_value
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "Period", minval=1, maxval=500, tooltip="Number of bars for SMA and ATR calculation")
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i_source = input.source(close, "Source")
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// Calculation
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result = pgo(i_source, i_period)
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// Plot
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plot(result, "PGO", color=color.yellow, linewidth=2)
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hline(0, "Zero Line", color=color.gray, linestyle=hline.style_solid)
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hline(3, "Overbought", color=color.red, linestyle=hline.style_dashed)
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hline(-3, "Oversold", color=color.green, linestyle=hline.style_dashed)
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// Background coloring for extreme zones
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bgcolor(not na(result) and result > 3 ? color.new(color.red, 85) : not na(result) and result < -3 ? color.new(color.green, 85) : na)
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