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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.
38 lines
1.6 KiB
Plaintext
38 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("Chaikin A/D Oscillator (ADOSC)", "ADOSC", overlay=false)
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//@function Calculates the Chaikin Accumulation/Distribution Oscillator (ADOSC), a momentum indicator derived from the ADL
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//@param shortPeriod (simple int) Length of the short-term EMA applied to the ADL
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//@param longPeriod (simple int) Length of the long-term EMA applied to the ADL
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//@returns (float) The ADOSC value for the current bar (difference between short and long EMAs of ADL)
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adosc(simple int shortPeriod, simple int longPeriod) =>
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float EPSILON = 1e-10
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short_alpha = 2.0 / (shortPeriod + 1)
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long_alpha = 2.0 / (longPeriod + 1)
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one_minus_long_alpha = 1.0 - long_alpha
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float rng = high - low
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float mf = rng != 0.0 ? ((2 * close - high - low) / rng) * volume : 0.0
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var float cum = 0.0
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var float e = 1.0
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cum := bar_index == 0 ? mf : cum + mf
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var float short_raw_ema = 0.0
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short_raw_ema := short_alpha * (cum - short_raw_ema) + short_raw_ema
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float short_ema = e > EPSILON ? short_raw_ema / (1.0 - e) : short_raw_ema
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var float long_raw_ema = 0.0
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long_raw_ema := long_alpha * (cum - long_raw_ema) + long_raw_ema
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float long_ema = e > EPSILON ? long_raw_ema / (1.0 - e) : long_raw_ema
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e := one_minus_long_alpha * e
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short_ema - long_ema
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// ---------- Inputs ----------
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shortPeriod = input.int(3, "Short Period", minval=1)
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longPeriod = input.int(10, "Long Period", minval=1)
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// ---------- Calculations ----------
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osc = adosc(shortPeriod, longPeriod)
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// ---------- Plotting ----------
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plot(osc, "ADOSC", color=color.yellow, linewidth=2)
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