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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.
49 lines
1.7 KiB
Plaintext
49 lines
1.7 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("McGinley Dynamic Indicator (MGDI)", "MGDI", overlay=true)
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//@function Calculates MGDI using dynamic factor based on price movement
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//@param source Series to calculate MGDI from
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//@param period Lookback period for initial SMA value
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//@param factor McGinley factor (default 0.6)
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//@returns MGDI value that tracks price movements more closely than EMAs
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//@optimized Uses adaptive smoothing with O(1) complexity after initialization
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mgdi(series float source, simple int period, simple float factor=0.6) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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if factor <= 0
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runtime.error("Factor must be greater than 0")
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var float mgdi_val = na
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if not na(source)
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if na(mgdi_val)
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float sum = 0.0
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int count = 0
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for i = 0 to period - 1
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if not na(source[i])
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sum += source[i]
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count += 1
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mgdi_val := count > 0 ? sum / count : source
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else
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if math.abs(mgdi_val) < 1e-10
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mgdi_val := source
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else
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float ratio = source / mgdi_val
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float denom = factor * period * math.pow(ratio, 4)
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denom := math.sign(denom) * math.max(0.001, math.abs(denom))
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mgdi_val := mgdi_val + (source - mgdi_val) / denom
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mgdi_val
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(10, "Period", minval=1)
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i_factor = input.float(0.6, "Factor", minval=0.01, maxval=5.0, step=0.01)
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i_source = input.source(close, "Source")
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// Calculation
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mgdi_value = mgdi(i_source, i_period, i_factor)
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// Plot
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plot(mgdi_value, "MGDI", color=color.yellow, linewidth=2)
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