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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
2.5 KiB
Plaintext
64 lines
2.5 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("Percentage Volume Oscillator (PVO)", "PVO", overlay=false)
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//@function Calculates Percentage Volume Oscillator
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//@param vol Volume series
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//@param fast_period Fast period for volume MA
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//@param slow_period Slow period for volume MA
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//@param signal_period Signal line smoothing period
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//@returns tuple with [pvo, signal, histogram] values
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//@optimized Beta precomputation for EMA warmup compensation
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pvo(series float vol, simple int fast_period, simple int slow_period, simple int signal_period) =>
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float vol_val = nz(vol, 0.0)
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float fast_alpha = 2.0 / (fast_period + 1)
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float slow_alpha = 2.0 / (slow_period + 1)
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float signal_alpha = 2.0 / (signal_period + 1)
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float fast_beta = 1.0 - fast_alpha
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float slow_beta = 1.0 - slow_alpha
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float signal_beta = 1.0 - signal_alpha
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float slowest_beta = math.max(fast_beta, slow_beta, signal_beta)
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var bool warmup = true
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var float e_fast = 1.0
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var float e_slow = 1.0
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var float e_signal = 1.0
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var float e_slowest = 1.0
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var float fast_ema = 0.0
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var float slow_ema = 0.0
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var float signal_ema = 0.0
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fast_ema := fast_alpha * (vol_val - fast_ema) + fast_ema
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slow_ema := slow_alpha * (vol_val - slow_ema) + slow_ema
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if warmup
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e_fast *= fast_beta
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e_slow *= slow_beta
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e_signal *= signal_beta
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e_slowest *= slowest_beta
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warmup := e_slowest > 1e-10
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float c_fast = warmup ? 1.0 / (1.0 - e_fast) : 1.0
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float c_slow = warmup ? 1.0 / (1.0 - e_slow) : 1.0
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float c_signal = warmup ? 1.0 / (1.0 - e_signal) : 1.0
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float fast_comp = c_fast * fast_ema
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float slow_comp = c_slow * slow_ema
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float pvo_val = slow_comp != 0.0 ? ((fast_comp - slow_comp) / slow_comp) * 100.0 : 0.0
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signal_ema := signal_alpha * (pvo_val - signal_ema) + signal_ema
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float signal_val = c_signal * signal_ema
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float histogram_val = pvo_val - signal_val
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[pvo_val, signal_val, histogram_val]
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// ---------- Main loop ----------
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// Inputs
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i_fast_period = input.int(12, "Fast Period", minval=1)
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i_slow_period = input.int(26, "Slow Period", minval=1)
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i_signal_period = input.int(9, "Signal Period", minval=1)
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// Calculation
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[pvo_value, signal_value, histogram_value] = pvo(volume, i_fast_period, i_slow_period, i_signal_period)
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// Plot
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plot(pvo_value, "PVO", color=color.yellow, linewidth=2)
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plot(signal_value, "Signal", color=color.red, linewidth=2)
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plot(histogram_value, "Histogram", color=color.blue, linewidth=2, style=plot.style_histogram)
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hline(0, "Zero Line", color.gray)
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