mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
69 lines
2.7 KiB
Plaintext
69 lines
2.7 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("Acceleration Bands (ACCBANDS)", "ACCBANDS", overlay=true)
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//@function Calculates Acceleration Bands using Price Headley's original formula
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//@param high Series of high prices
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//@param low Series of low prices
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//@param close Series of close prices
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//@param period Lookback period for the moving average
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//@param factor Multiplier for normalized width (default 4.0 per Headley)
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//@returns tuple with [middle, upper, lower] band values
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//@optimized Uses circular buffers with O(1) complexity per bar
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accbands(series float high, series float low, series float close, simple int period, simple float factor = 4.0) =>
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if period <= 0 or factor <= 0.0
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runtime.error("Period and factor must be greater than 0")
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var int p = math.max(1, period)
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var int head = 0
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var int count = 0
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var array<float> bufferAdjHigh = array.new_float(p, na)
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var array<float> bufferAdjLow = array.new_float(p, na)
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var array<float> bufferClose = array.new_float(p, na)
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var float sumAdjHigh = 0.0
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var float sumAdjLow = 0.0
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var float sumClose = 0.0
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float oldestAdjHigh = array.get(bufferAdjHigh, head)
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float oldestAdjLow = array.get(bufferAdjLow, head)
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float oldestClose = array.get(bufferClose, head)
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if not na(oldestAdjHigh)
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sumAdjHigh -= oldestAdjHigh
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sumAdjLow -= oldestAdjLow
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sumClose -= oldestClose
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count -= 1
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float currentHigh = nz(high)
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float currentLow = nz(low)
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float currentClose = nz(close)
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// Headley's per-bar normalized width
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float denom = currentHigh + currentLow
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float w = denom != 0.0 ? (currentHigh - currentLow) / denom : 0.0
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float adjHigh = currentHigh * (1.0 + factor * w)
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float adjLow = currentLow * (1.0 - factor * w)
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sumAdjHigh += adjHigh
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sumAdjLow += adjLow
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sumClose += currentClose
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count += 1
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array.set(bufferAdjHigh, head, adjHigh)
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array.set(bufferAdjLow, head, adjLow)
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array.set(bufferClose, head, currentClose)
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head := (head + 1) % p
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float smaAdjHigh = nz(sumAdjHigh / count)
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float smaAdjLow = nz(sumAdjLow / count)
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float smaClose = nz(sumClose / count)
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[smaClose, smaAdjHigh, smaAdjLow]
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(20, "Period", minval=1)
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i_factor = input.float(4.0, "Factor", minval=0.001)
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// Calculation
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[middle, upper, lower] = accbands(high, low, close, i_period, i_factor)
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// Plot
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plot(middle, "Middle", color=color.yellow, linewidth=2)
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p1 = plot(upper, "Upper", color=color.yellow, linewidth=2)
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p2 = plot(lower, "Lower", color=color.yellow, linewidth=2)
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fill(p1, p2, color=color.new(color.blue, 90), title="Band Fill")
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