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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.
62 lines
2.0 KiB
Plaintext
62 lines
2.0 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Chande Forecast Oscillator", "CFO", overlay=false)
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//@function Chande Forecast Oscillator - measures percentage difference between price and forecasted price
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//@param source Price data to analyze
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//@param period Number of bars for linear regression calculation
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//@returns Oscillator value showing forecast error percentage
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//@optimized O(1) complexity using incremental sumXY maintenance
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cfo(series float source, simple int period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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if period > 5000
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runtime.error("Period exceeds maximum of 5000")
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var int count = 0
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var int head = 0
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var float sumY = 0.0
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var float sumXY = 0.0
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var array<float> buffer = array.new_float(period, na)
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if na(source)
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na
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else
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float oldest = array.get(buffer, head)
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if not na(oldest)
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sumY -= oldest
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sumXY -= sumY
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sumXY += (period - 1) * source
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else
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sumXY += count * source
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count += 1
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sumY += source
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array.set(buffer, head, source)
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head := (head + 1) % period
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if count < period
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na
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else
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float sumX = period * (period - 1) / 2
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float sumX2 = period * (period - 1) * (2 * period - 1) / 6
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float denomX = period * sumX2 - sumX * sumX
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float slope = (period * sumXY - sumX * sumY) / denomX
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float intercept = (sumY - slope * sumX) / period
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float tsf = intercept + slope * (period - 1)
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float result = source == 0.0 ? na : 100.0 * (source - tsf) / source
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result
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// ---------- Main loop ----------
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i_period = input.int(14, "Period", minval=1, maxval=5000)
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i_source = input.source(close, "Source")
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result = cfo(i_source, i_period)
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plot(result, "CFO", color=color.yellow, linewidth=2)
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hline(0, "Zero Line", color=color.gray, linestyle=hline.style_dotted)
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