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.
73 lines
2.9 KiB
Plaintext
73 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 Fast (STOCHF)", "STOCHF", overlay=false)
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//@function Calculates the Stochastic Fast oscillator (%K and %D)
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//@param kLength Period for calculating the raw %K line
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//@param dLength Smoothing period for the %D signal line
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//@returns [%K value, %D value] - fast stochastic oscillator values
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stochf(simple int kLength, simple int dLength) =>
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if kLength <= 0 or dLength <= 0
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runtime.error("Both periods must be positive")
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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(dLength, na)
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var int dHead = 0, var float dSum = 0.0, var int dCount = 0
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int idx = bar_index % kLength
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lv = nz(low), hv = nz(high), cv = nz(close)
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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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li = array.get(lowestDeque, 0), hi = array.get(highestDeque, 0)
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lowestLow = array.get(lowestBuffer, li % kLength)
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highestHigh = array.get(highestBuffer, hi % kLength)
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range_val = highestHigh - lowestLow
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kVal = range_val > 0 ? 100 * (cv - lowestLow) / range_val : 0.0
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oldest = array.get(dBuffer, dHead)
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dSum := not na(oldest) ? dSum - oldest : dSum
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dCount := not na(oldest) ? dCount - 1 : dCount
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dSum := not na(kVal) ? dSum + kVal : dSum
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dCount := not na(kVal) ? dCount + 1 : dCount
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array.set(dBuffer, dHead, kVal)
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dHead := (dHead + 1) % dLength
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dVal = dCount > 0 ? dSum / dCount : kVal
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[kVal, dVal]
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// ---------- Main loop ----------
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// Inputs
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kLength = input.int(5, "K Length", minval=1, maxval=100, tooltip="Period for calculating the raw %K line")
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dLength = input.int(3, "D Length", minval=1, maxval=50, tooltip="Smoothing period for the %D signal line")
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// Calculation
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[kValue, dValue] = stochf(kLength, dLength)
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// Plots
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plot(kValue, "Fast %K", color=color.yellow, linewidth=2)
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plot(dValue, "Fast %D", color=color.blue, linewidth=2)
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