mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-01 19:27:44 +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.
83 lines
2.7 KiB
Plaintext
83 lines
2.7 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Bollinger %B", "BBB", overlay=false)
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//@function Calculates Bollinger Bands %B oscillator
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//@param source Series to calculate %B from
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//@param period Lookback period for Bollinger Bands calculation
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//@param multiplier Standard deviation multiplier for band width
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//@returns Bollinger %B value (0 = lower band, 1 = upper band)
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//@optimized Uses circular buffer SMA/StdDev with O(1) complexity per bar
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bbb(series float source, simple int period, simple float multiplier) =>
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if period <= 0 or multiplier <= 0.0
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runtime.error("Period and multiplier must be greater than 0")
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var int p = 0
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var int head = 0
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var int count = 0
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var array<float> buffer = array.new_float(0)
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var float sum = 0.0
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var float sumSq = 0.0
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var string lastSymbol = ""
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var string lastTimeframe = ""
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string currentSymbol = syminfo.tickerid
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string currentTimeframe = timeframe.period
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bool needsReset = (p != period) or (currentSymbol != lastSymbol) or (currentTimeframe != lastTimeframe)
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if needsReset
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p := period
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head := 0
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count := 0
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buffer := array.new_float(p, na)
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sum := 0.0
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sumSq := 0.0
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lastSymbol := currentSymbol
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lastTimeframe := currentTimeframe
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float result = na
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if not na(source)
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float oldest = array.get(buffer, head)
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if not na(oldest)
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sum -= oldest
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sumSq -= oldest * oldest
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else
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count += 1
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sum += source
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sumSq += source * source
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array.set(buffer, head, source)
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head := (head + 1) % p
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int n = math.max(1, count)
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float basis = sum / n
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float variance = math.max(0.0, sumSq / n - basis * basis)
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float stddev = math.sqrt(variance)
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float dev = multiplier * stddev
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float upper = basis + dev
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float lower = basis - dev
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float bandWidth = upper - lower
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result := bandWidth > 0 ? (source - lower) / bandWidth : 0.5
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result
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// Inputs
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i_period = input.int(20, "Period", minval=1)
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i_source = input.source(close, "Source")
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i_multiplier = input.float(2.0, "StdDev Multiplier", minval=0.001, step=0.1)
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// Calculation
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result = bbb(i_source, i_period, i_multiplier)
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// Plot
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plot(result, "Bollinger %B", color=color.yellow, linewidth=2)
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hline(1.0, "Upper Band Level", color=color.gray, linestyle=hline.style_dashed)
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hline(0.8, "Overbought", color=color.red, linestyle=hline.style_dotted)
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hline(0.5, "Midline", color=color.gray, linestyle=hline.style_solid)
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hline(0.2, "Oversold", color=color.green, linestyle=hline.style_dotted)
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hline(0.0, "Lower Band Level", color=color.gray, linestyle=hline.style_dashed)
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