mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-13 08:08:05 +00:00
Miha Kralj
3dd05f23e4
- Updated the name and description of the Hilbert Trendline (HTIT) to "Ehlers Hilbert Transform Instantaneous Trend (HTIT)". - Changed the name and description of the MESA Adaptive Moving Average (MAMA) to "Ehlers MESA Adaptive Moving Average". - Modified the Center of Gravity (CG) indicator to "Ehlers Center of Gravity (CG)". - Renamed the Detrended Synthetic Price (DSP) to "Ehlers Detrended Synthetic Price (DSP)". - Updated the Autocorrelation Periodogram (EACP) to "Ehlers Autocorrelation Periodogram (EACP)". - Changed the Homodyne Discriminator (HOMOD) to "Ehlers Homodyne Discriminator (HOMOD)". - Updated the Hilbert Transform Dominant Cycle Period and Phase indicators to include "Ehlers" in their names. - Renamed the Hilbert Transform Phasor Components to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)". - Updated the SineWave indicator to "Ehlers Hilbert Transform SineWave (HT_SINE)". - Changed the Phasor Analysis indicator to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)". - Updated the SSF-Based Detrended Synthetic Price to "Ehlers SSF Detrended Synthetic Price (SSFDSP)". - Renamed the Ultimate Channel to "Ehlers Ultimate Channel (UCHANNEL)". - Added new indicators: Moving Average Variable Period (MAVP), Ehlers Predictive Moving Average (PMA), Ehlers Reverse EMA (REVERSEEMA), and Ehlers Trendflex Indicator (TRENDFLEX). - Updated various SVG badges to reflect changes in classes, comments, source files, lines of code, methods, and public types.
52 lines
1.9 KiB
Plaintext
52 lines
1.9 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Moving Average Variable Period (MAVP)", "MAVP", overlay=true)
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//@function Calculates EMA with per-bar variable period (TA-Lib MAVP concept)
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//@param source Series to smooth
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//@param period Per-bar effective period (clamped to min_period..max_period)
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//@param min_period Minimum allowed period
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//@param max_period Maximum allowed period
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//@returns EMA value with variable alpha = 2/(period+1), compensated warmup
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//@optimized Uses adaptive warmup compensator that tracks cumulative (1-alpha) product for O(1) per bar
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mavp(series float source, series float period, simple int min_period, simple int max_period) =>
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if min_period < 1
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runtime.error("min_period must be >= 1")
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if max_period < min_period
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runtime.error("max_period must be >= min_period")
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var float ema = 0.0
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var float e = 1.0
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var bool warmup = true
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var float result = source
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float p = math.max(min_period, math.min(max_period, nz(period, min_period)))
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float a = 2.0 / (p + 1.0)
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float beta = 1.0 - a
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ema := a * (nz(source) - 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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result := c * ema
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warmup := e > 1e-10
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else
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result := ema
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result
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(10, "Period", minval=1, tooltip="Base period for the variable-period EMA")
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i_min = input.int(2, "Min Period", minval=1, tooltip="Minimum allowed period")
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i_max = input.int(30, "Max Period", minval=2, tooltip="Maximum allowed period")
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i_source = input.source(close, "Source")
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// Per-bar period series: fixed here, replace with any series for adaptive behavior
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// In the C# implementation, this is an external per-bar series input
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float per_bar_period = float(i_period)
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// Calculation
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mavp_value = mavp(i_source, per_bar_period, i_min, i_max)
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// Plot
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plot(mavp_value, "MAVP", color=color.yellow, linewidth=2)
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