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https://github.com/mihakralj/QuanTAlib.git
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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.
44 lines
1.4 KiB
Plaintext
44 lines
1.4 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Chande Momentum Oscillator (CMO)", "CMO", overlay=false)
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//@function Calculates Chande Momentum Oscillator using circular buffer for efficiency
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//@param src Source series to calculate CMO for
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//@param len Lookback period for calculations
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//@returns CMO value measuring momentum strength and direction
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cmo(series float src, simple int len) =>
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if len <= 0
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runtime.error("Length must be greater than 0")
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var float sum_up = 0.0, var float sum_down = 0.0
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var array<float> up_buffer = array.new_float(len, na)
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var array<float> down_buffer = array.new_float(len, na)
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var int head = 0
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float diff = src - src[1]
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float up = diff > 0 ? diff : 0.0
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float down = diff < 0 ? -diff : 0.0
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float old_up = array.get(up_buffer, head)
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float old_down = array.get(down_buffer, head)
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if not na(old_up)
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sum_up -= old_up
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sum_down -= old_down
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array.set(up_buffer, head, up)
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array.set(down_buffer, head, down)
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sum_up += up
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sum_down += down
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head := (head + 1) % len
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float denom = sum_up + sum_down
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denom != 0.0 ? 100 * (sum_up - sum_down) / denom : 0.0
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// ---------- Main loop ----------
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// Inputs
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i_length = input.int(14, "Length", minval=1)
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i_source = input.source(close, "Source")
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// Calculation
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cmo_value = cmo(i_source, i_length)
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// Plot
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plot(cmo_value, "CMO", color=color.yellow, linewidth=2)
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