mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 05:27:43 +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.
63 lines
2.1 KiB
Plaintext
63 lines
2.1 KiB
Plaintext
// The MIT License (MIT)
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Qstick Indicator", "QSTICK", overlay=false)
|
|
|
|
//@function Calculates Qstick (moving average of close-open difference)
|
|
//@param source_close Closing price series
|
|
//@param source_open Opening price series
|
|
//@param length Lookback period for moving average
|
|
//@param use_ema Use EMA (true) or SMA (false)
|
|
//@returns Qstick value
|
|
qstick(series float source_close, series float source_open, simple int length, simple bool use_ema) =>
|
|
if length <= 0
|
|
runtime.error("Length must be greater than 0")
|
|
|
|
float diff = source_close - source_open
|
|
|
|
float result = 0.0
|
|
if use_ema
|
|
float alpha = 2.0 / (length + 1)
|
|
var float ema = 0.0
|
|
ema := alpha * (diff - ema) + ema
|
|
result := ema
|
|
else
|
|
var int count = 0
|
|
var float sum = 0.0
|
|
var int head = 0
|
|
var array<float> buffer = array.new_float(length, na)
|
|
|
|
float oldest = array.get(buffer, head)
|
|
if not na(oldest)
|
|
sum -= oldest
|
|
else
|
|
count += 1
|
|
|
|
float current = nz(diff)
|
|
sum += current
|
|
array.set(buffer, head, current)
|
|
head := (head + 1) % length
|
|
|
|
result := sum / math.max(1, count)
|
|
|
|
result
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_length = input.int(14, "Length", minval=1, tooltip="Lookback period for moving average calculation")
|
|
i_ma_type = input.string("SMA", "MA Type", options=["SMA", "EMA"], tooltip="Simple (SMA) or Exponential (EMA) moving average")
|
|
i_source_close = input.source(close, "Close Source", tooltip="Source for closing price")
|
|
i_source_open = input.source(open, "Open Source", tooltip="Source for opening price")
|
|
|
|
// Calculation
|
|
bool use_ema = i_ma_type == "EMA"
|
|
qstick_value = qstick(i_source_close, i_source_open, i_length, use_ema)
|
|
|
|
// Plot
|
|
plot(qstick_value, "Qstick", color=color.yellow, linewidth=2)
|
|
hline(0, "Zero Line", color=color.gray, linestyle=hline.style_dashed)
|
|
|
|
// Color fill for positive/negative regions
|
|
bgcolor(qstick_value > 0 ? color.new(color.green, 90) : color.new(color.red, 90), title="Background")
|