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QuanTAlib/lib/numerics/sigmoid/sigmoid.pine
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Miha Kralj 24e86d762a Add documentation links for various volatility indicators and channels
- 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.
2026-02-18 11:55:48 -08:00

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// The MIT License (MIT)
// © mihakralj
//@version=6
indicator("Logistic Function (SIGMOID)", "SIGMOID", overlay=false, precision=6)
//@function Applies the logistic (sigmoid) function to a source series.
// Formula: S(x) = 1 / (1 + exp(-k * (x - x0)))
// Maps any real-valued input to the range (0, 1).
//@param src The source series.
//@param k The steepness factor of the sigmoid curve. Higher k means a steeper curve.
//@param x0 The x-value of the sigmoid's midpoint (where the output is 0.5).
//@returns The sigmoid transformed series, values between 0 and 1.
sigmoid(series float src, simple float k, float x0) =>
1 / (1 + math.exp(-k * (src - x0)))
// ---------- Main loop ----------
// Inputs
i_source = input.source(close, "Source")
i_steepness_k = input.float(0.5, "Steepness (k)", minval = 0.000001, step = 0.1)
// Calculation
sigmoidValue = sigmoid(i_source, i_steepness_k, ta.sma(i_source,200))
// Plot
plot(sigmoidValue, "Sigmoid", color=color.yellow, linewidth=2)