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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
44 lines
1.5 KiB
Plaintext
44 lines
1.5 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("Mode", "MODE", overlay=false)
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//@function Calculates the mode (most frequent value) of a series over a lookback period.
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//@param src series float Input data series.
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//@param len simple int Lookback period (must be > 0).
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//@returns series float The mode of the series over the period.
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mode(series float src, simple int len) =>
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if len <= 0
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runtime.error("Length must be greater than 0")
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value_counts = map.new<float, int>()
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actual_lookback = math.min(len, bar_index + 1)
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for i = 0 to actual_lookback - 1
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val = src[i]
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if not na(val)
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count = na(map.get(value_counts, val)) ? 0 : map.get(value_counts, val)
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map.put(value_counts, val, count + 1)
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float mode_val = na
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int max_freq = 0
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if map.size(value_counts) > 0
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keys = map.keys(value_counts)
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for key_val in keys
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current_freq = map.get(value_counts, key_val)
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if current_freq > max_freq
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max_freq := current_freq
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mode_val := key_val
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if max_freq <= 1 and map.size(value_counts) > 1
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mode_val := na
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mode_val
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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i_length = input.int(14, "Period", minval=1)
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// Calculation
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mode_value = mode(i_source, i_length)
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// Plot
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plot(mode_value, "Mode", color=color.new(color.green, 0, color=color.yellow, linewidth=2), linewidth=2)
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