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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.
41 lines
1.1 KiB
Plaintext
41 lines
1.1 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Wilder's Moving Average (RMA)", "RMA", overlay=true)
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//@function Calculates Welles Wilder's Relative Moving Average (RMA/SMMA)
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//@param source Series to calculate RMA from
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//@param period Smoothing period
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//@returns RMA value from first bar with proper compensation for early values
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//@optimized Uses exponential warmup compensator with Wilder's alpha (1/period) for O(1) complexity
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rma(series float source, simple int period) =>
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if period <= 0
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runtime.error("Period must be provided")
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float a = 1.0 / float(period)
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float beta = 1.0 - a
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var bool warmup = true
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var float e = 1.0
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var float ema = 0.0
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var float result = source
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ema := a * (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)
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i_source = input.source(close, "Source")
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// Calculation
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rma_value = rma(i_source, i_period)
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// Plot
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plot(rma_value, "RMA", color=color.yellow, linewidth=2)
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