mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 13:37:44 +00:00
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.
66 lines
2.2 KiB
Plaintext
66 lines
2.2 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Triple Exponential Moving Average (TEMA)", "TEMA", overlay=true)
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//@function Calculates TEMA using triple exponential smoothing with compensator
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//@param source Series to calculate TEMA from
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//@param period Lookback period for TEMA calculation
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//@param alpha Optional smoothing factor (overrides period if provided)
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//@param corrected Use diminishing alpha factors for each stage
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//@returns TEMA value from first bar with proper compensation
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//@optimized Uses exponential warmup compensator on all three EMA stages for O(1) complexity
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tema(series float source, simple int period=0, simple float alpha=0.0, simple bool corrected=false) =>
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if alpha <= 0 and period <= 0
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runtime.error("Alpha or period must be provided")
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float a1 = alpha > 0 ? alpha : (period > 0 ? 2.0 / (period + 1) : 0.1)
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float r = math.pow(1.0 / a1, 1.0 / 3.0)
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float a2 = corrected ? a1 * r : a1
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float a3 = corrected ? a2 * r : a1
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float beta1 = 1.0 - a1
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float beta2 = 1.0 - a2
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float beta3 = 1.0 - a3
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var float e1 = 1.0
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var float e2 = 1.0
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var float e3 = 1.0
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var bool warmup = true
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var float rema1 = 0.0
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var float rema2 = 0.0
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var float rema3 = 0.0
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var float ema1 = source
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var float ema2 = source
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var float ema3 = source
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rema1 := a1 * (source - rema1) + rema1
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if warmup
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e1 *= beta1
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e2 *= beta2
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e3 *= beta3
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float c1 = 1.0 / (1.0 - e1)
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float c2 = 1.0 / (1.0 - e2)
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float c3 = 1.0 / (1.0 - e3)
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ema1 := rema1 * c1
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rema2 := a2 * (ema1 - rema2) + rema2
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ema2 := rema2 * c2
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rema3 := a3 * (ema2 - rema3) + rema3
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ema3 := rema3 * c3
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warmup := e1 > 1e-10
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else
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ema1 := rema1
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rema2 := a2 * (ema1 - rema2) + rema2
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ema2 := rema2
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rema3 := a3 * (ema2 - rema3) + rema3
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ema3 := rema3
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3 * ema1 - 3 * ema2 + ema3
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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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tema_value = tema(i_source, period=i_period)
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// Plot
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plot(tema_value, "TEMA", color=color.yellow, linewidth=2)
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