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https://github.com/mihakralj/QuanTAlib.git
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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.
45 lines
1.6 KiB
Plaintext
45 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("McGinley Dynamic Indicator (MGDI)", "MGDI", overlay=true)
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//@function Calculates MGDI using dynamic factor based on price movement
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//@param source Series to calculate MGDI from
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//@param period Lookback period for initial SMA value
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//@param factor McGinley factor (default 0.6)
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//@returns MGDI value that tracks price movements more closely than EMAs
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//@optimized Uses adaptive smoothing with O(1) complexity after initialization
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mgdi(series float source, simple int period, simple float factor=0.6) =>
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var float mgdi_val = na
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if not na(source)
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if na(mgdi_val)
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float sum = 0.0
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int count = 0
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for i = 0 to period - 1
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if not na(source[i])
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sum += source[i]
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count += 1
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mgdi_val := count > 0 ? sum / count : source
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else
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if math.abs(mgdi_val) < 1e-10
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mgdi_val := source
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else
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float ratio = source / mgdi_val
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float denom = factor * period * math.pow(ratio, 4)
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denom := math.sign(denom) * math.max(0.001, math.abs(denom))
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mgdi_val := mgdi_val + (source - mgdi_val) / denom
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mgdi_val
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(10, "Period", minval=1)
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i_factor = input.float(0.6, "Factor", minval=0.01, maxval=5.0, step=0.01)
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i_source = input.source(close, "Source")
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// Calculation
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mgdi_value = mgdi(i_source, i_period, i_factor)
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// Plot
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plot(mgdi_value, "MGDI", color=color.yellow, linewidth=2)
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