mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-04 12:07:44 +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.
50 lines
1.8 KiB
Plaintext
50 lines
1.8 KiB
Plaintext
// The MIT License (MIT)
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Absolute Price Oscillator (APO)", "APO", overlay=false)
|
|
|
|
//@function Calculates Absolute Price Oscillator (APO) as difference between fast and slow EMAs
|
|
//@param source Series to calculate APO from
|
|
//@param fastLength Period for fast EMA
|
|
//@param slowLength Period for slow EMA
|
|
//@returns APO value (fast EMA - slow EMA)
|
|
apo(series float source, simple int fastLength, simple int slowLength) =>
|
|
if fastLength <= 0 or slowLength <= 0
|
|
runtime.error("Lengths must be greater than 0")
|
|
if fastLength >= slowLength
|
|
runtime.error("Fast length must be less than slow length")
|
|
float alphaFast = 2.0 / (fastLength + 1.0)
|
|
float alphaSlow = 2.0 / (slowLength + 1.0)
|
|
var float emaFast = na var float emaSlow = na, var float e = 1.0
|
|
var bool warmup = true, var float result = na
|
|
if not na(source)
|
|
if na(emaFast)
|
|
emaFast := source, emaSlow := source, result := 0
|
|
else
|
|
emaFast := alphaFast * (source - emaFast) + emaFast
|
|
emaSlow := alphaSlow * (source - emaSlow) + emaSlow
|
|
if warmup
|
|
e *= (1.0 - alphaSlow)
|
|
float c = e > 1e-10 ? 1.0 / (1.0 - e) : 1.0
|
|
float aFast = emaFast * c
|
|
float aSlow = emaSlow * c
|
|
result := aFast - aSlow
|
|
if e <= 1e-10
|
|
warmup := false
|
|
else
|
|
result := emaFast - emaSlow
|
|
result
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_source = input.source(close, "Source")
|
|
i_fastLength = input.int(12, "Fast Length", minval=1)
|
|
i_slowLength = input.int(26, "Slow Length", minval=1)
|
|
|
|
// Calculation
|
|
apo_value = apo(i_source, i_fastLength, i_slowLength)
|
|
|
|
// Plot
|
|
plot(apo_value, "APO", color.new(color.yellow, 0), 2)
|