mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
47 lines
2.2 KiB
Plaintext
47 lines
2.2 KiB
Plaintext
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0
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// https://mozilla.org/MPL/2.0/
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// © QuanTAlib
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//@version=6
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indicator("TUKEY_W: Tukey (Tapered Cosine) Window MA", shorttitle="TUKEY_W", overlay=true)
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// @function Calculates the Tukey (Tapered Cosine) Window Moving Average.
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// The Tukey window has cosine-tapered edges and a flat-top center.
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// Parameter alpha controls the taper fraction:
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// alpha=0 → rectangular window (SMA)
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// alpha=1 → Hann window (full cosine taper)
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// alpha=0.5 → half tapered, half flat (typical default)
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// For sample n in [0, N-1]:
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// if n < alpha*(N-1)/2: w(n) = 0.5*(1 - cos(2π*n / (alpha*(N-1))))
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// if n > (N-1)*(1 - alpha/2): w(n) = 0.5*(1 - cos(2π*(N-1-n) / (alpha*(N-1))))
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// else: w(n) = 1.0 (flat-top center)
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// @param src Series to smooth.
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// @param period Window length. Must be >= 2.
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// @param alpha Taper fraction (0 = rectangular, 1 = Hann). Default 0.5.
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// @returns The Tukey window weighted average.
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tukey_w(series float src, simple int period, simple float alpha) =>
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float sumWV = 0.0
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float sumW = 0.0
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int N = period - 1
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float aN = alpha * N
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for i = 0 to N
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float w = 1.0
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if aN > 0.0
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if i < aN / 2.0
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w := 0.5 * (1.0 - math.cos(2.0 * math.pi * i / aN))
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else if i > N - aN / 2.0
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w := 0.5 * (1.0 - math.cos(2.0 * math.pi * (N - i) / aN))
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sumWV += src[i] * w
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sumW += w
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sumWV / sumW
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// ── Inputs ──────────────────────────────────────────────
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p = input.int(20, "Period", minval=2)
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a = input.float(0.5, "Alpha (taper fraction)", minval=0.0, maxval=1.0, step=0.05, tooltip="0=SMA, 1=Hann, 0.5=half taper")
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// ── Calculation ─────────────────────────────────────────
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result = tukey_w(close, p, a)
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// ── Plot ────────────────────────────────────────────────
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plot(result, "TUKEY_W", color=color.yellow, linewidth=2)
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