mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-04 04:07:42 +00:00
Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
74 lines
2.9 KiB
Plaintext
74 lines
2.9 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Fractal Chaos Bands (FCB)", "FCB", overlay=true)
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//@function Calculates Fractal Chaos Bands based on fractal highs and lows
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//@param period Lookback period for highest/lowest calculation
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//@returns [upper_band, lower_band] Fractal Chaos Band values
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//@optimized Uses monotonic deque for O(1) amortized complexity
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fcb(simple int period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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bool is_fractal_high = high[1] > high[2] and high[1] > high[0]
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bool is_fractal_low = low[1] < low[2] and low[1] < low[0]
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var float hi_fractal = high
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var float lo_fractal = low
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if is_fractal_high
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hi_fractal := high[1]
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if is_fractal_low
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lo_fractal := low[1]
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var hi_deque = array.new_int(0)
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var hi_buffer = array.new_float(period, na)
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var int hi_current_index = 0
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float hi_current_val = nz(hi_fractal)
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array.set(hi_buffer, hi_current_index, hi_current_val)
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while array.size(hi_deque) > 0 and array.get(hi_deque, 0) <= bar_index - period
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array.shift(hi_deque)
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while array.size(hi_deque) > 0
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int last_index = array.get(hi_deque, array.size(hi_deque) - 1)
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int buffer_lookup = last_index % period
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if array.get(hi_buffer, buffer_lookup) <= hi_current_val
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array.pop(hi_deque)
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else
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break
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array.push(hi_deque, bar_index)
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int highest_index = array.get(hi_deque, 0)
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int highest_buffer_index = highest_index % period
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float upper_band = array.get(hi_buffer, highest_buffer_index)
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hi_current_index := (hi_current_index + 1) % period
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var lo_deque = array.new_int(0)
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var lo_buffer = array.new_float(period, na)
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var int lo_current_index = 0
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float lo_current_val = nz(lo_fractal)
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array.set(lo_buffer, lo_current_index, lo_current_val)
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while array.size(lo_deque) > 0 and array.get(lo_deque, 0) <= bar_index - period
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array.shift(lo_deque)
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while array.size(lo_deque) > 0
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int last_index = array.get(lo_deque, array.size(lo_deque) - 1)
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int buffer_lookup = last_index % period
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if array.get(lo_buffer, buffer_lookup) >= lo_current_val
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array.pop(lo_deque)
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else
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break
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array.push(lo_deque, bar_index)
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int lowest_index = array.get(lo_deque, 0)
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int lowest_buffer_index = lowest_index % period
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float lower_band = array.get(lo_buffer, lowest_buffer_index)
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lo_current_index := (lo_current_index + 1) % period
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[upper_band, lower_band]
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(20, "Period", minval=1, maxval=999)
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plot_fractal_points = input.bool(false, "Show Fractal Points")
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// Calculation
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[upper_band, lower_band] = fcb(i_period)
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// Plots
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p_upper = plot(upper_band, "Upper Band", color=color.yellow, linewidth=2)
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p_lower = plot(lower_band, "Lower Band", color=color.yellow, linewidth=2)
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fill(p_upper, p_lower, color=color.new(color.blue, 90), title="Band Fill")
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