mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 01:37:43 +00:00
Miha Kralj
50 lines
1.8 KiB
Plaintext
50 lines
1.8 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("Absolute Price Oscillator (APO)", "APO", overlay=false)
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//@function Calculates Absolute Price Oscillator (APO) as difference between fast and slow EMAs
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//@param source Series to calculate APO from
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//@param fastLength Period for fast EMA
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//@param slowLength Period for slow EMA
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//@returns APO value (fast EMA - slow EMA)
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apo(series float source, simple int fastLength, simple int slowLength) =>
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if fastLength <= 0 or slowLength <= 0
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runtime.error("Lengths must be greater than 0")
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if fastLength >= slowLength
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runtime.error("Fast length must be less than slow length")
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float alphaFast = 2.0 / (fastLength + 1.0)
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float alphaSlow = 2.0 / (slowLength + 1.0)
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var float emaFast = na var float emaSlow = na, var float e = 1.0
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var bool warmup = true, var float result = na
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if not na(source)
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if na(emaFast)
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emaFast := source, emaSlow := source, result := 0
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else
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emaFast := alphaFast * (source - emaFast) + emaFast
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emaSlow := alphaSlow * (source - emaSlow) + emaSlow
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if warmup
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e *= (1.0 - alphaSlow)
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float c = e > 1e-10 ? 1.0 / (1.0 - e) : 1.0
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float aFast = emaFast * c
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float aSlow = emaSlow * c
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result := aFast - aSlow
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if e <= 1e-10
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warmup := false
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else
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result := emaFast - emaSlow
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result
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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i_fastLength = input.int(12, "Fast Length", minval=1)
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i_slowLength = input.int(26, "Slow Length", minval=1)
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// Calculation
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apo_value = apo(i_source, i_fastLength, i_slowLength)
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// Plot
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plot(apo_value, "APO", color.new(color.yellow, 0), 2)
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