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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.
64 lines
2.1 KiB
Plaintext
64 lines
2.1 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("Triple Exponential Moving Average (TEMA)", "TEMA", overlay=true)
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//@function Calculates TEMA using triple exponential smoothing with compensator
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//@param source Series to calculate TEMA from
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//@param period Lookback period for TEMA calculation
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//@param alpha Optional smoothing factor (overrides period if provided)
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//@param corrected Use diminishing alpha factors for each stage
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//@returns TEMA value from first bar with proper compensation
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//@optimized Uses exponential warmup compensator on all three EMA stages for O(1) complexity
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tema(series float source, simple int period=0, simple float alpha=0.0, simple bool corrected=false) =>
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float a1 = alpha > 0 ? alpha : (period > 0 ? 2.0 / (period + 1) : 0.1)
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float r = math.pow(1.0 / a1, 1.0 / 3.0)
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float a2 = corrected ? a1 * r : a1
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float a3 = corrected ? a2 * r : a1
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float beta1 = 1.0 - a1
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float beta2 = 1.0 - a2
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float beta3 = 1.0 - a3
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var float e1 = 1.0
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var float e2 = 1.0
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var float e3 = 1.0
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var bool warmup = true
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var float rema1 = 0.0
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var float rema2 = 0.0
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var float rema3 = 0.0
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var float ema1 = source
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var float ema2 = source
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var float ema3 = source
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rema1 := a1 * (source - rema1) + rema1
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if warmup
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e1 *= beta1
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e2 *= beta2
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e3 *= beta3
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float c1 = 1.0 / (1.0 - e1)
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float c2 = 1.0 / (1.0 - e2)
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float c3 = 1.0 / (1.0 - e3)
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ema1 := rema1 * c1
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rema2 := a2 * (ema1 - rema2) + rema2
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ema2 := rema2 * c2
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rema3 := a3 * (ema2 - rema3) + rema3
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ema3 := rema3 * c3
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warmup := e1 > 1e-10
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else
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ema1 := rema1
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rema2 := a2 * (ema1 - rema2) + rema2
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ema2 := rema2
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rema3 := a3 * (ema2 - rema3) + rema3
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ema3 := rema3
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3 * ema1 - 3 * ema2 + ema3
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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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tema_value = tema(i_source, period=i_period)
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// Plot
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plot(tema_value, "TEMA", color=color.yellow, linewidth=2)
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