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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.
51 lines
1.8 KiB
Plaintext
51 lines
1.8 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Geometric Mean (GEOMEAN)", "GEOMEAN", overlay=true)
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//@function Calculates the Geometric Mean of a series over a lookback period.
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//@param src series float Input data series (must contain positive values).
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//@param len simple int Lookback period (must be > 0).
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//@returns series float The Geometric Mean, or na if data is not suitable (e.g., non-positive values, insufficient data).
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//@optimized for performance and dirty data
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geomean(series float src, simple int len) =>
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if len <= 0
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runtime.error("Period must be greater than 0. Found: " + str.tostring(len))
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var float sum_log_src = 0.0
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var int n_valid = 0
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var float[] src_buffer = array.new_float(len, na)
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var int current_index = 0
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float current_val = src
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float current_log_val = na
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bool current_val_is_valid = false
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if not na(current_val) and current_val > 0
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current_log_val := math.log(current_val)
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current_val_is_valid := true
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float old_src_from_buffer = array.get(src_buffer, current_index)
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if not na(old_src_from_buffer) and old_src_from_buffer > 0
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sum_log_src -= math.log(old_src_from_buffer)
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n_valid -= 1
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if current_val_is_valid
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sum_log_src += current_log_val
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n_valid += 1
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array.set(src_buffer, current_index, current_val)
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else
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array.set(src_buffer, current_index, na)
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current_index := (current_index + 1) % len
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if n_valid > 0
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math.exp(sum_log_src / n_valid)
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else
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float(na)
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, title="Source (must be positive values)")
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i_length = input.int(14, title="Lookback Period", minval=1)
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// Calculation
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geomean_value = geomean(i_source, i_length)
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// Plot
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plot(geomean_value, "GEOMEAN", color=color.yellow, linewidth=2)
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