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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.
39 lines
1.1 KiB
Plaintext
39 lines
1.1 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("Wilder's Moving Average (RMA)", "RMA", overlay=true)
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//@function Calculates Welles Wilder's Relative Moving Average (RMA/SMMA)
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//@param source Series to calculate RMA from
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//@param period Smoothing period
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//@returns RMA value from first bar with proper compensation for early values
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//@optimized Uses exponential warmup compensator with Wilder's alpha (1/period) for O(1) complexity
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rma(series float source, simple int period) =>
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float a = 1.0 / float(period)
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float beta = 1.0 - a
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var bool warmup = true
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var float e = 1.0
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var float ema = 0.0
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var float result = source
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ema := a * (source - ema) + ema
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if warmup
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e *= beta
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float c = 1.0 / (1.0 - e)
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result := c * ema
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warmup := e > 1e-10
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else
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result := ema
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result
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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_source = input.source(close, "Source")
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// Calculation
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rma_value = rma(i_source, i_period)
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// Plot
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plot(rma_value, "RMA", color=color.yellow, linewidth=2)
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