mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-01 11:17:46 +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.
84 lines
3.3 KiB
Plaintext
84 lines
3.3 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Acceleration (Slope of Slope) (ACCEL)", "ACCEL", overlay=false, precision=8)
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//@function Calculates acceleration (slope of slope)
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//@param src Source series to calculate slope from
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//@param len Lookback period for calculation
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//@returns acceleration
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accel(series float src, simple int len1) =>
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if len1 <= 1
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runtime.error("Length 1 for slope calculation must be greater than 1")
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var float sumX1 = 0.0, var float sumY1 = 0.0, var float sumXY1 = 0.0, var float sumX21 = 0.0
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var int validCount1 = 0
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var array<float> x_values1 = array.new_float(len1)
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var array<float> y_values1 = array.new_float(len1)
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var int head1 = 0
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var int internal_time_counter1 = 0
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if internal_time_counter1 >= len1
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float oldX1 = array.get(x_values1, head1)
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float oldY1 = array.get(y_values1, head1)
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if not na(oldY1)
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sumX1 := sumX1 - oldX1, sumY1 := sumY1 - oldY1
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sumXY1 := sumXY1 - oldX1 * oldY1, sumX21 := sumX21 - oldX1 * oldX1
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validCount1 := validCount1 - 1
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float currentX1 = internal_time_counter1
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float currentY1 = src
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array.set(x_values1, head1, currentX1)
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array.set(y_values1, head1, currentY1)
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if not na(currentY1)
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sumX1 := sumX1 + currentX1, sumY1 := sumY1 + currentY1
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sumXY1 := sumXY1 + currentX1 * currentY1, sumX21 := sumX21 + currentX1 * currentX1
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validCount1 := validCount1 + 1
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head1 := (head1 + 1) % len1
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internal_time_counter1 := internal_time_counter1 + 1
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float current_slope = na
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if validCount1 >= 2
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float n1 = validCount1
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float divisor1 = n1 * sumX21 - sumX1 * sumX1
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if divisor1 != 0.0
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current_slope := (n1 * sumXY1 - sumX1 * sumY1) / divisor1
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var float sumX2 = 0.0, var float sumY2 = 0.0, var float sumXY2 = 0.0, var float sumX22 = 0.0
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var int validCount2 = 0
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var array<float> x_values2 = array.new_float(len1)
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var array<float> y_values2 = array.new_float(len1)
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var int head2 = 0
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var int internal_time_counter2 = 0
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if internal_time_counter2 >= len1
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float oldX2 = array.get(x_values2, head2)
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float oldY2 = array.get(y_values2, head2)
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if not na(oldY2)
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sumX2 := sumX2 - oldX2, sumY2 := sumY2 - oldY2
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sumXY2 := sumXY2 - oldX2 * oldY2, sumX22 := sumX22 - oldX2 * oldX2
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validCount2 := validCount2 - 1
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float currentX2 = internal_time_counter2
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float currentY2 = current_slope
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array.set(x_values2, head2, currentX2)
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array.set(y_values2, head2, currentY2)
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if not na(currentY2)
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sumX2 := sumX2 + currentX2, sumY2 := sumY2 + currentY2
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sumXY2 := sumXY2 + currentX2 * currentY2, sumX22 := sumX22 + currentX2 * currentX2
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validCount2 := validCount2 + 1
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head2 := (head2 + 1) % len1
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internal_time_counter2 := internal_time_counter2 + 1
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float calculatedAccel = na
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if validCount2 >= 2
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float n2 = validCount2
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float divisor2 = n2 * sumX22 - sumX2 * sumX2
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if divisor2 != 0.0
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calculatedAccel := (n2 * sumXY2 - sumX2 * sumY2) / divisor2
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calculatedAccel
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "Period", minval=2)
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i_source = input.source(close, "Source")
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// Calculation
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a = accel(i_source, i_period)
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// Plot
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plot(a, "Accel", color=color.yellow, linewidth=2)
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