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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.
42 lines
1.6 KiB
Plaintext
42 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("Average True Range Normalized (ATRN)", "ATRN", overlay=false, format=format.percent, precision=2)
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//@function Calculates the Average True Range Normalized (ATRN) relative to its maximum value over a longer period.
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//@param length The period length for the ATR calculation. The highest uses a length of 10 * length.
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//@returns The ATRN value, normalized relative to its maximum over the longer period.
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//@optimized Beta precomputation for RMA warmup compensation
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atrn(simple int length) =>
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var float prevClose = close
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float tr1 = high - low
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float tr2 = math.abs(high - prevClose)
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float tr3 = math.abs(low - prevClose)
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float trueRange = math.max(tr1, tr2, tr3)
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prevClose := close
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float alpha = 1.0 / float(length)
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float beta = 1.0 - alpha
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var float EPSILON = 1e-10
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var float raw_rma = 0.0
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var float e = 1.0
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float atrValue = na
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if not na(trueRange)
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raw_rma := (raw_rma * (length - 1) + trueRange) / length
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e *= beta
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atrValue := e > EPSILON ? raw_rma / (1.0 - e) : raw_rma
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int lookbackWindow = math.min(10 * length, bar_index + 1)
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float maxAtr = ta.highest(atrValue, lookbackWindow)
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float minAtr = ta.lowest(atrValue, lookbackWindow)
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minAtr < maxAtr ? (atrValue - minAtr) / (maxAtr - minAtr) : 0.5
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// ---------- Main loop ----------
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// Inputs
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i_length = input.int(14, "Length", minval=1, tooltip="Number of bars used for the ATR calculation")
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// Calculation
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atrnValue = atrn(i_length)
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// Plot
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plot(atrnValue, "ATRN", color=color.yellow, linewidth=2)
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