mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
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.
36 lines
1.2 KiB
Plaintext
36 lines
1.2 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Parabolic Weighted Moving Average (PWMA)", "PWMA", overlay=true)
|
|
|
|
//@function Calculates PWMA using i² (parabolic) weights with compensator
|
|
//@param source Series to calculate PWMA from
|
|
//@param period Lookback period - FIR window size
|
|
//@returns PWMA value, calculates from first bar using available data
|
|
//@optimized Uses parabolic weighting w[i]=i² with O(n) complexity per bar due to lookback loop
|
|
pwma(series float source, simple int period) =>
|
|
if period <= 0
|
|
runtime.error("Period must be greater than 0")
|
|
int p = math.min(bar_index + 1, period)
|
|
float psum = 0.0
|
|
float weight_sum = 0.0
|
|
for i = 0 to p - 1
|
|
float price = source[i]
|
|
if not na(price)
|
|
float w = float((p - i) * (p - i))
|
|
psum += price * w
|
|
weight_sum += w
|
|
nz(psum / weight_sum, source)
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_period = input.int(10, "Period", minval=1)
|
|
i_source = input.source(close, "Source")
|
|
|
|
// Calculation
|
|
pwma_value = pwma(i_source, i_period)
|
|
|
|
// Plot
|
|
plot(pwma_value, "PWMA", color=color.yellow, linewidth=2)
|