mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-08 22:17:44 +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.
79 lines
2.3 KiB
Plaintext
79 lines
2.3 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Pretty Good Oscillator", "PGO", overlay=false)
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//@function Calculate Pretty Good Oscillator (PGO)
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//@param source Price data to analyze
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//@param period Number of bars for SMA and ATR calculation
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//@returns PGO value normalized by ATR
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pgo(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 array<float> sma_buffer = array.new_float(period, na)
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var int sma_head = 0
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var float sma_sum = 0.0
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var int valid_count = 0
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float oldest = array.get(sma_buffer, sma_head)
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if not na(oldest)
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sma_sum -= oldest
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valid_count -= 1
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if not na(source)
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sma_sum += source
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valid_count += 1
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array.set(sma_buffer, sma_head, source)
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sma_head := (sma_head + 1) % period
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float sma_value = nz(sma_sum / valid_count, source)
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float prevClose = nz(close[1], close)
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float tr1 = high - low
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float tr2 = math.abs(high - prevClose)
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float tr3 = math.abs(low - prevClose)
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float tr = math.max(tr1, math.max(tr2, tr3))
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float a = 1.0 / float(period)
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float beta = 1.0 - a
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var bool warmup = true
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var float e = 1.0
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var float ema = 0.0
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var float atr = nz(tr)
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ema := a * (nz(tr) - ema) + ema
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if warmup
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e *= beta
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float c = 1.0 / (1.0 - e)
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atr := c * ema
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warmup := e > 1e-10
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else
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atr := ema
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float pgo_value = atr > 0 ? (source - sma_value) / atr : na
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pgo_value
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "Period", minval=1, maxval=500, tooltip="Number of bars for SMA and ATR calculation")
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i_source = input.source(close, "Source")
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// Calculation
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result = pgo(i_source, i_period)
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// Plot
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plot(result, "PGO", color=color.yellow, linewidth=2)
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hline(0, "Zero Line", color=color.gray, linestyle=hline.style_solid)
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hline(3, "Overbought", color=color.red, linestyle=hline.style_dashed)
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hline(-3, "Oversold", color=color.green, linestyle=hline.style_dashed)
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// Background coloring for extreme zones
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bgcolor(not na(result) and result > 3 ? color.new(color.red, 85) : not na(result) and result < -3 ? color.new(color.green, 85) : na)
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