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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
51 lines
1.9 KiB
Plaintext
51 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("Donchian Channels (DCHANNEL)", "DCHANNEL", overlay=true)
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//@function Calculates the Donchian Channel (DC) efficiently using monotonic deques
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//@param hi Source series for the highest high calculation (usually high)
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//@param lo Source series for the lowest low calculation (usually low)
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//@param p Lookback period (p > 0)
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//@returns Tuple containing [basis, upper_band, lower_band]
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//@optimized Uses monotonic deque for O(1) amortized complexity per bar
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dchannel(series float hi, series float lo, simple int p) =>
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if p <= 0
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runtime.error("Period must be > 0")
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var float[] hbuf = array.new_float(p, na)
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var float[] lbuf = array.new_float(p, na)
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var int[] hq = array.new_int()
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var int[] lq = array.new_int()
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int idx = bar_index % p
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array.set(hbuf, idx, hi)
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array.set(lbuf, idx, lo)
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while array.size(hq) > 0 and array.get(hq, 0) <= bar_index - p
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array.shift(hq)
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while array.size(hq) > 0 and array.get(hbuf, array.get(hq, -1) % p) <= hi
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array.pop(hq)
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array.push(hq, bar_index)
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while array.size(lq) > 0 and array.get(lq, 0) <= bar_index - p
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array.shift(lq)
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while array.size(lq) > 0 and array.get(lbuf, array.get(lq, -1) % p) >= lo
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array.pop(lq)
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array.push(lq, bar_index)
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float top = array.get(hbuf, array.get(hq, 0) % p)
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float bot = array.get(lbuf, array.get(lq, 0) % p)
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[math.avg(top, bot), top, bot]
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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_high = input.source(high, "High Source")
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i_low = input.source(low, "Low Source")
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// Calculation
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[basis, upper, lower] = dchannel(i_high, i_low, i_period)
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// Plot
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plot(basis, "Basis", 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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