mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
65 lines
2.7 KiB
Plaintext
65 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("Price Channel (PCHANNEL)", "PCHANNEL", overlay=true)
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//@function Calculates Price Channel
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//@param length_param Lookback period for determining the highest high and lowest low
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//@returns tuple [upperChannel, middleChannel, lowerChannel]
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//@optimized Uses monotonic deque for O(1) amortized complexity per bar
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pchannel(simple int length_param) =>
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if length_param <= 0
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runtime.error("Length must be greater than 0")
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var deque_hi = array.new_int(0)
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var src_buffer_hi = array.new_float(0, na)
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var int current_index_hi = 0
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var deque_lo = array.new_int(0)
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var src_buffer_lo = array.new_float(0, na)
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var int current_index_lo = 0
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if array.size(src_buffer_hi) != length_param
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src_buffer_hi := array.new_float(length_param, na)
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current_index_hi := 0
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array.clear(deque_hi)
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src_buffer_lo := array.new_float(length_param, na)
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current_index_lo := 0
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array.clear(deque_lo)
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float cv_hi = nz(high)
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array.set(src_buffer_hi, current_index_hi, cv_hi)
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float cv_lo = nz(low)
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array.set(src_buffer_lo, current_index_lo, cv_lo)
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while array.size(deque_hi) > 0 and array.get(deque_hi, 0) <= bar_index - length_param
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array.shift(deque_hi)
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while array.size(deque_lo) > 0 and array.get(deque_lo, 0) <= bar_index - length_param
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array.shift(deque_lo)
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while array.size(deque_hi) > 0
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if array.get(src_buffer_hi, array.get(deque_hi, array.size(deque_hi) - 1) % length_param) <= cv_hi
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array.pop(deque_hi)
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else
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break
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array.push(deque_hi, bar_index)
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while array.size(deque_lo) > 0
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if array.get(src_buffer_lo, array.get(deque_lo, array.size(deque_lo) - 1) % length_param) >= cv_lo
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array.pop(deque_lo)
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else
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break
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array.push(deque_lo, bar_index)
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float highestHigh = array.get(src_buffer_hi, array.get(deque_hi, 0) % length_param)
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current_index_hi := (current_index_hi + 1) % length_param
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float lowestLow = array.get(src_buffer_lo, array.get(deque_lo, 0) % length_param)
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current_index_lo := (current_index_lo + 1) % length_param
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[highestHigh, (highestHigh + lowestLow) / 2.0, lowestLow]
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// ---------- Main loop ----------
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// Inputs
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i_length = input.int(20, "Length", minval=1)
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// Calculation
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[upperCh, middleCh, lowerCh] = pchannel(i_length)
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// Plot
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plot(middleCh, "Middle Channel", color=color.yellow, linewidth=2)
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p1 = plot(upperCh, "Upper Channel", color=color.yellow, linewidth=2)
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p2 = plot(lowerCh, "Lower Channel", 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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