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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.
48 lines
1.9 KiB
Plaintext
48 lines
1.9 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("Intraday Intensity Index (III)", "III", overlay=false)
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//@function Calculates Intraday Intensity Index
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//@param period Smoothing period for the intensity index
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//@param cumulative Whether to accumulate intensity values
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//@param h High price series
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//@param l Low price series
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//@param c Close price series
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//@param vol Volume series
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//@returns Smoothed or raw intensity value
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iii(simple int period, simple bool cumulative=false, series float h=high, series float l=low, series float c=close, series float vol=volume) =>
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high_val = nz(h, close)
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low_val = nz(l, close)
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close_val = nz(c, close)
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volume_val = math.max(nz(vol, 0.0), 1.0)
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range_val = high_val - low_val
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position_multiplier = range_val > 0 ? (2 * close_val - high_val - low_val) / range_val : 0.0
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raw_iii = position_multiplier * volume_val
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var buffer = array.new_float(period, na)
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var head = 0, var sum = 0.0, var valid_count = 0, var cumulative_value = 0.0
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oldest = array.get(buffer, head)
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sum := not na(oldest) ? sum - oldest : sum
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valid_count := not na(oldest) ? valid_count - 1 : valid_count
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sum := not na(raw_iii) ? sum + raw_iii : sum
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valid_count := not na(raw_iii) ? valid_count + 1 : valid_count
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array.set(buffer, head, raw_iii)
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head := (head + 1) % period
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smoothed_iii = valid_count > 0 ? sum / valid_count : 0.0
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cumulative_value := cumulative_value + raw_iii
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cumulative ? cumulative_value : smoothed_iii
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// ---------- Main Calculation ----------
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// Parameters
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period = input.int(14, "Period", minval=1, maxval=100, tooltip="Smoothing period for the intensity index")
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cumulative = input.bool(false, "Cumulative Mode", tooltip="Accumulate intensity values for trend analysis")
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// Calculation
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iii_value = iii(period, cumulative)
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// ---------- Plots ----------
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plot(iii_value, "III", color=color.yellow, linewidth=2)
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