mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
63 lines
2.1 KiB
Plaintext
63 lines
2.1 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("Qstick Indicator", "QSTICK", overlay=false)
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//@function Calculates Qstick (moving average of close-open difference)
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//@param source_close Closing price series
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//@param source_open Opening price series
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//@param length Lookback period for moving average
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//@param use_ema Use EMA (true) or SMA (false)
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//@returns Qstick value
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qstick(series float source_close, series float source_open, simple int length, simple bool use_ema) =>
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if length <= 0
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runtime.error("Length must be greater than 0")
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float diff = source_close - source_open
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float result = 0.0
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if use_ema
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float alpha = 2.0 / (length + 1)
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var float ema = 0.0
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ema := alpha * (diff - ema) + ema
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result := ema
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else
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var int count = 0
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var float sum = 0.0
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var int head = 0
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var array<float> buffer = array.new_float(length, na)
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float oldest = array.get(buffer, head)
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if not na(oldest)
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sum -= oldest
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else
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count += 1
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float current = nz(diff)
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sum += current
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array.set(buffer, head, current)
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head := (head + 1) % length
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result := sum / math.max(1, count)
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result
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// ---------- Main loop ----------
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// Inputs
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i_length = input.int(14, "Length", minval=1, tooltip="Lookback period for moving average calculation")
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i_ma_type = input.string("SMA", "MA Type", options=["SMA", "EMA"], tooltip="Simple (SMA) or Exponential (EMA) moving average")
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i_source_close = input.source(close, "Close Source", tooltip="Source for closing price")
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i_source_open = input.source(open, "Open Source", tooltip="Source for opening price")
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// Calculation
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bool use_ema = i_ma_type == "EMA"
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qstick_value = qstick(i_source_close, i_source_open, i_length, use_ema)
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// Plot
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plot(qstick_value, "Qstick", color=color.yellow, linewidth=2)
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hline(0, "Zero Line", color=color.gray, linestyle=hline.style_dashed)
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// Color fill for positive/negative regions
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bgcolor(qstick_value > 0 ? color.new(color.green, 90) : color.new(color.red, 90), title="Background")
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