mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
58 lines
1.6 KiB
Plaintext
58 lines
1.6 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("Mean Deviation (MEANDEV)", "MEANDEV", overlay=false, precision=8)
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//@function Calculates the mean absolute deviation from the mean over the specified period.
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//@param src {series float} Source series.
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//@param len {int} Lookback length. `len` > 0.
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//@returns {series float} Mean deviation of `src` for `len` bars back. Returns 0 if not enough data.
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meandev(series float src, int len) =>
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if len <= 0
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runtime.error("Period must be greater than 0")
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var int p = math.max(1, len)
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var array<float> buffer = array.new_float(p, na)
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var int head = 0, var int count = 0
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var float sum = 0.0
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// Update circular buffer and running sum
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float oldest = array.get(buffer, head)
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if not na(oldest)
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sum -= oldest
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count -= 1
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float val = nz(src)
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sum += val
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count += 1
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array.set(buffer, head, val)
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head := (head + 1) % p
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if count < 1
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0.0
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else
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// Calculate mean
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float mean = sum / count
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// Calculate mean absolute deviation
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float devSum = 0.0
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int start = count < p ? 0 : head
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for i = 0 to count - 1
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int idx = (start + i) % p
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float v = array.get(buffer, idx)
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if not na(v)
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devSum += math.abs(v - mean)
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devSum / count
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "Period", minval=1)
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i_source = input.source(close, "Source")
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// Calculation
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meandev_value = meandev(i_source, i_period)
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// Plot
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plot(meandev_value, "MeanDev", color=color.yellow, linewidth=2)
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