mirror of
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.
76 lines
2.9 KiB
Plaintext
76 lines
2.9 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Stochastic Oscillator (STOCH)", "Stoch", overlay=false)
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//@function Calculates the Stochastic Oscillator (%K and %D). %K = 100 * (close - lowest_low(kLength)) / (highest_high(kLength) - lowest_low(kLength)). %D = SMA(%K, dPeriod). Uses efficient deque implementation for min/max and buffer-based SMA.
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//@param kLength `simple int` The lookback period for calculating highest high and lowest low.
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//@param dPeriod `simple int` The smoothing period for the %D line (SMA of %K).
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//@returns `[float, float]` A tuple containing the %K value and the %D value.
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stoch(simple int kLength,simple int dPeriod)=>
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if kLength<=0 or dPeriod<=0
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runtime.error("Both periods must be positive")
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var float kVal=0.0, var float dVal=0.0
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var int dHead=0, var float dSum=0.0
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var array<int>lowestDeque=array.new_int(0)
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var array<float>lowestBuffer=array.new_float(kLength,na)
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var array<int>highestDeque=array.new_int(0)
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var array<float>highestBuffer=array.new_float(kLength,na)
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var array<float>dBuffer=array.new_float(dPeriod,0.0)
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int idx=bar_index%kLength
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float lv=nz(low), float hv=nz(high)
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array.set(lowestBuffer,idx,lv)
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array.set(highestBuffer,idx,hv)
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while array.size(lowestDeque)>0
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if array.get(lowestDeque,0)<=bar_index-kLength
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array.shift(lowestDeque)
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else
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break
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while array.size(lowestDeque)>0
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if array.get(lowestBuffer,array.get(lowestDeque,array.size(lowestDeque)-1)%kLength)>=lv
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array.pop(lowestDeque)
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else
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break
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array.push(lowestDeque,bar_index)
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while array.size(highestDeque)>0
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if array.get(highestDeque,0)<=bar_index-kLength
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array.shift(highestDeque)
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else
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break
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while array.size(highestDeque)>0
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if array.get(highestBuffer,array.get(highestDeque,array.size(highestDeque)-1)%kLength)<=hv
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array.pop(highestDeque)
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else
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break
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array.push(highestDeque,bar_index)
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int li=array.get(lowestDeque,0)
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int hi=array.get(highestDeque,0)
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float lowestLow=array.get(lowestBuffer,li%kLength)
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float highestHigh=array.get(highestBuffer,hi%kLength)
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float rnge=highestHigh-lowestLow
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kVal:=rnge>0?100*(close-lowestLow)/rnge:0.0
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if bar_index==0
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dSum:=kVal*dPeriod
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array.fill(dBuffer,kVal)
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else
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float oldVal=array.get(dBuffer,dHead)
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dSum:=dSum-oldVal+kVal
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array.set(dBuffer,dHead,kVal)
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dHead:=(dHead+1)%dPeriod
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dVal:=dSum/dPeriod
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[kVal,dVal]
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// ---------- Main loop ----------
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// Inputs
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kPeriod = input.int(14, "K Length", minval=1)
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dPeriod = input.int(3, "D Smooth", minval=1)
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// Calculation
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[kValue, dValue] = stoch(kPeriod, dPeriod)
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// Plot
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plot(kValue, "Stochastic %K", color=color.green, linewidth=2)
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plot(dValue, "Stochastic %D", color=color.red, linewidth=2)
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