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.
72 lines
2.6 KiB
Plaintext
72 lines
2.6 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("ADX Variable Moving Average (ADXVMA)", "ADXVMA", overlay=true)
|
|
|
|
//@function Calculates ADXVMA using ADX as adaptive smoothing constant for a variable moving average
|
|
//@param source Series to calculate ADXVMA from
|
|
//@param period Length of the ADX calculation period
|
|
//@returns ADXVMA value that adapts smoothing based on trend strength measured by ADX
|
|
//@optimized O(1) per bar using Wilder's RMA with warmup compensation for all smoothed components
|
|
adxvma(series float source, simple int period) =>
|
|
float alpha = 1.0 / float(period)
|
|
float beta = 1.0 - alpha
|
|
float EPSILON = 1e-10
|
|
|
|
var float raw_tr = 0.0
|
|
var float raw_pdm = 0.0
|
|
var float raw_ndm = 0.0
|
|
var float raw_dx = 0.0
|
|
var float e_tr = 1.0
|
|
var float e_pdm = 1.0
|
|
var float e_ndm = 1.0
|
|
var float e_dx = 1.0
|
|
var float result = na
|
|
|
|
if not na(source)
|
|
float prev_close = nz(close[1], close)
|
|
float prev_high = nz(high[1], high)
|
|
float prev_low = nz(low[1], low)
|
|
|
|
float tr = math.max(high - low, math.max(math.abs(high - prev_close), math.abs(low - prev_close)))
|
|
float up_move = high - prev_high
|
|
float down_move = prev_low - low
|
|
float plus_dm = up_move > down_move and up_move > 0 ? up_move : 0.0
|
|
float minus_dm = down_move > up_move and down_move > 0 ? down_move : 0.0
|
|
|
|
raw_tr := raw_tr * beta + tr * alpha
|
|
raw_pdm := raw_pdm * beta + plus_dm * alpha
|
|
raw_ndm := raw_ndm * beta + minus_dm * alpha
|
|
e_tr *= beta
|
|
e_pdm *= beta
|
|
e_ndm *= beta
|
|
|
|
float comp_tr = e_tr > EPSILON ? raw_tr / (1.0 - e_tr) : raw_tr
|
|
float comp_pdm = e_pdm > EPSILON ? raw_pdm / (1.0 - e_pdm) : raw_pdm
|
|
float comp_ndm = e_ndm > EPSILON ? raw_ndm / (1.0 - e_ndm) : raw_ndm
|
|
|
|
float plus_di = comp_tr != 0.0 ? 100.0 * comp_pdm / comp_tr : 0.0
|
|
float minus_di = comp_tr != 0.0 ? 100.0 * comp_ndm / comp_tr : 0.0
|
|
float di_sum = plus_di + minus_di
|
|
float dx = di_sum != 0.0 ? 100.0 * math.abs(plus_di - minus_di) / di_sum : 0.0
|
|
|
|
raw_dx := raw_dx * beta + dx * alpha
|
|
e_dx *= beta
|
|
float adx_val = e_dx > EPSILON ? raw_dx / (1.0 - e_dx) : raw_dx
|
|
|
|
float sc = math.max(0.0, math.min(adx_val / 100.0, 1.0))
|
|
result := na(result) ? source : result + sc * (source - result)
|
|
result
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_period = input.int(14, "Period", minval=1)
|
|
i_source = input.source(close, "Source")
|
|
|
|
// Calculation
|
|
adxvma_value = adxvma(i_source, i_period)
|
|
|
|
// Plot
|
|
plot(adxvma_value, "ADXVMA", color=color.yellow, linewidth=2)
|