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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.
92 lines
5.9 KiB
Plaintext
92 lines
5.9 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Ultimate Oscillator (ULTOSC)", "ULTOSC", overlay=false)
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//@function Calculates the Ultimate Oscillator using three weighted time periods
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//@param fastPeriod Short-term period for momentum calculation
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//@param mediumPeriod Medium-term period for momentum calculation
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//@param slowPeriod Long-term period for momentum calculation
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//@param fastWeight Weight applied to fast period calculation
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//@param mediumWeight Weight applied to medium period calculation
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//@param slowWeight Weight applied to slow period calculation
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//@returns Ultimate Oscillator value (0-100 scale)
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ultosc(simple int fastPeriod, simple int mediumPeriod, simple int slowPeriod, simple float fastWeight, simple float mediumWeight, simple float slowWeight) =>
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if fastPeriod <= 0 or mediumPeriod <= 0 or slowPeriod <= 0
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runtime.error("All periods must be positive")
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if fastPeriod >= mediumPeriod or mediumPeriod >= slowPeriod
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runtime.error("Periods must be in ascending order: fast < medium < slow")
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if fastWeight <= 0 or mediumWeight <= 0 or slowWeight <= 0
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runtime.error("All weights must be positive")
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prev_close = nz(close[1], close)
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true_low = math.min(low, prev_close)
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true_high = math.max(high, prev_close)
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buying_pressure = close - true_low
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true_range = true_high - true_low
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var array<float> bp_fast_buffer = array.new_float(fastPeriod, na)
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var array<float> tr_fast_buffer = array.new_float(fastPeriod, na)
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var array<float> bp_medium_buffer = array.new_float(mediumPeriod, na)
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var array<float> tr_medium_buffer = array.new_float(mediumPeriod, na)
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var array<float> bp_slow_buffer = array.new_float(slowPeriod, na)
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var array<float> tr_slow_buffer = array.new_float(slowPeriod, na)
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var int fast_head = 0, var int medium_head = 0, var int slow_head = 0
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var float bp_fast_sum = 0.0, var float tr_fast_sum = 0.0
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var float bp_medium_sum = 0.0, var float tr_medium_sum = 0.0
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var float bp_slow_sum = 0.0, var float tr_slow_sum = 0.0
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var int fast_count = 0, var int medium_count = 0, var int slow_count = 0
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bp_fast_oldest = array.get(bp_fast_buffer, fast_head)
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tr_fast_oldest = array.get(tr_fast_buffer, fast_head)
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bp_fast_sum := not na(bp_fast_oldest) ? bp_fast_sum - bp_fast_oldest : bp_fast_sum
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tr_fast_sum := not na(tr_fast_oldest) ? tr_fast_sum - tr_fast_oldest : tr_fast_sum
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fast_count := not na(bp_fast_oldest) ? fast_count - 1 : fast_count
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bp_fast_sum := not na(buying_pressure) ? bp_fast_sum + buying_pressure : bp_fast_sum
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tr_fast_sum := not na(true_range) ? tr_fast_sum + true_range : tr_fast_sum
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fast_count := not na(buying_pressure) ? fast_count + 1 : fast_count
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array.set(bp_fast_buffer, fast_head, buying_pressure)
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array.set(tr_fast_buffer, fast_head, true_range)
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fast_head := (fast_head + 1) % fastPeriod
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bp_medium_oldest = array.get(bp_medium_buffer, medium_head)
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tr_medium_oldest = array.get(tr_medium_buffer, medium_head)
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bp_medium_sum := not na(bp_medium_oldest) ? bp_medium_sum - bp_medium_oldest : bp_medium_sum
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tr_medium_sum := not na(tr_medium_oldest) ? tr_medium_sum - tr_medium_oldest : tr_medium_sum
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medium_count := not na(bp_medium_oldest) ? medium_count - 1 : medium_count
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bp_medium_sum := not na(buying_pressure) ? bp_medium_sum + buying_pressure : bp_medium_sum
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tr_medium_sum := not na(true_range) ? tr_medium_sum + true_range : tr_medium_sum
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medium_count := not na(buying_pressure) ? medium_count + 1 : medium_count
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array.set(bp_medium_buffer, medium_head, buying_pressure)
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array.set(tr_medium_buffer, medium_head, true_range)
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medium_head := (medium_head + 1) % mediumPeriod
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bp_slow_oldest = array.get(bp_slow_buffer, slow_head)
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tr_slow_oldest = array.get(tr_slow_buffer, slow_head)
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bp_slow_sum := not na(bp_slow_oldest) ? bp_slow_sum - bp_slow_oldest : bp_slow_sum
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tr_slow_sum := not na(tr_slow_oldest) ? tr_slow_sum - tr_slow_oldest : tr_slow_sum
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slow_count := not na(bp_slow_oldest) ? slow_count - 1 : slow_count
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bp_slow_sum := not na(buying_pressure) ? bp_slow_sum + buying_pressure : bp_slow_sum
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tr_slow_sum := not na(true_range) ? tr_slow_sum + true_range : tr_slow_sum
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slow_count := not na(buying_pressure) ? slow_count + 1 : slow_count
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array.set(bp_slow_buffer, slow_head, buying_pressure)
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array.set(tr_slow_buffer, slow_head, true_range)
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slow_head := (slow_head + 1) % slowPeriod
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raw_fast = tr_fast_sum > 0 and fast_count >= fastPeriod ? 100 * bp_fast_sum / tr_fast_sum : 0
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raw_medium = tr_medium_sum > 0 and medium_count >= mediumPeriod ? 100 * bp_medium_sum / tr_medium_sum : 0
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raw_slow = tr_slow_sum > 0 and slow_count >= slowPeriod ? 100 * bp_slow_sum / tr_slow_sum : 0
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total_weight = fastWeight + mediumWeight + slowWeight
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weighted_sum = (raw_fast * fastWeight) + (raw_medium * mediumWeight) + (raw_slow * slowWeight)
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slow_count >= slowPeriod ? weighted_sum / total_weight : na
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// ---------- Main loop ----------
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// Inputs
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i_fastPeriod = input.int(7, "Fast Period", minval=1, maxval=50, tooltip="Short-term period for momentum calculation")
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i_mediumPeriod = input.int(14, "Medium Period", minval=1, maxval=100, tooltip="Medium-term period for momentum calculation")
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i_slowPeriod = input.int(28, "Slow Period", minval=1, maxval=200, tooltip="Long-term period for momentum calculation")
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i_fastWeight = input.float(4.0, "Fast Weight", minval=0.1, maxval=10.0, step=0.1, tooltip="Weight applied to fast period calculation")
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i_mediumWeight = input.float(2.0, "Medium Weight", minval=0.1, maxval=10.0, step=0.1, tooltip="Weight applied to medium period calculation")
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i_slowWeight = input.float(1.0, "Slow Weight", minval=0.1, maxval=10.0, step=0.1, tooltip="Weight applied to slow period calculation")
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// Calculation
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ultosc_value = ultosc(i_fastPeriod, i_mediumPeriod, i_slowPeriod, i_fastWeight, i_mediumWeight, i_slowWeight)
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// Plots
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plot(ultosc_value, "Ultimate Oscillator", color=color.yellow, linewidth=2)
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