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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("Stochastic Fast (STOCHF)", "STOCHF", overlay=false)
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//@function Calculates the Stochastic Fast oscillator (%K and %D)
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//@param kLength Period for calculating the raw %K line
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//@param dLength Smoothing period for the %D signal line
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//@returns [%K value, %D value] - fast stochastic oscillator values
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stochf(simple int kLength, simple int dLength) =>
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if kLength <= 0 or dLength <= 0
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runtime.error("Both periods must be positive")
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var array<int> lowestDeque = array.new_int(0)
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var array<float> lowestBuffer = array.new_float(kLength, na)
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var array<int> highestDeque = array.new_int(0)
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var array<float> highestBuffer = array.new_float(kLength, na)
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var array<float> dBuffer = array.new_float(dLength, na)
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var int dHead = 0, var float dSum = 0.0, var int dCount = 0
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int idx = bar_index % kLength
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lv = nz(low), hv = nz(high), cv = nz(close)
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array.set(lowestBuffer, idx, lv)
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array.set(highestBuffer, idx, hv)
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while array.size(lowestDeque) > 0
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if array.get(lowestDeque, 0) <= bar_index - kLength
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array.shift(lowestDeque)
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else
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break
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while array.size(lowestDeque) > 0
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if array.get(lowestBuffer, array.get(lowestDeque, array.size(lowestDeque) - 1) % kLength) >= lv
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array.pop(lowestDeque)
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else
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break
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array.push(lowestDeque, bar_index)
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while array.size(highestDeque) > 0
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if array.get(highestDeque, 0) <= bar_index - kLength
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array.shift(highestDeque)
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else
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break
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while array.size(highestDeque) > 0
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if array.get(highestBuffer, array.get(highestDeque, array.size(highestDeque) - 1) % kLength) <= hv
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array.pop(highestDeque)
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else
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break
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array.push(highestDeque, bar_index)
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li = array.get(lowestDeque, 0), hi = array.get(highestDeque, 0)
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lowestLow = array.get(lowestBuffer, li % kLength)
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highestHigh = array.get(highestBuffer, hi % kLength)
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range_val = highestHigh - lowestLow
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kVal = range_val > 0 ? 100 * (cv - lowestLow) / range_val : 0.0
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oldest = array.get(dBuffer, dHead)
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dSum := not na(oldest) ? dSum - oldest : dSum
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dCount := not na(oldest) ? dCount - 1 : dCount
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dSum := not na(kVal) ? dSum + kVal : dSum
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dCount := not na(kVal) ? dCount + 1 : dCount
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array.set(dBuffer, dHead, kVal)
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dHead := (dHead + 1) % dLength
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dVal = dCount > 0 ? dSum / dCount : kVal
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[kVal, dVal]
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// ---------- Main loop ----------
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// Inputs
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kLength = input.int(5, "K Length", minval=1, maxval=100, tooltip="Period for calculating the raw %K line")
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dLength = input.int(3, "D Length", minval=1, maxval=50, tooltip="Smoothing period for the %D signal line")
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// Calculation
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[kValue, dValue] = stochf(kLength, dLength)
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// Plots
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plot(kValue, "Fast %K", color=color.yellow, linewidth=2)
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plot(dValue, "Fast %D", color=color.blue, linewidth=2)
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