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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.
40 lines
1.7 KiB
Plaintext
40 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("Chaikin A/D Oscillator (ADOSC)", "ADOSC", overlay=false)
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//@function Calculates the Chaikin Accumulation/Distribution Oscillator (ADOSC), a momentum indicator derived from the ADL
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//@param shortPeriod (simple int) Length of the short-term EMA applied to the ADL
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//@param longPeriod (simple int) Length of the long-term EMA applied to the ADL
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//@returns (float) The ADOSC value for the current bar (difference between short and long EMAs of ADL)
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adosc(simple int shortPeriod, simple int longPeriod) =>
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float EPSILON = 1e-10
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if shortPeriod <= 0 or longPeriod <= 0
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runtime.error("Periods must be greater than 0")
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short_alpha = 2.0 / (shortPeriod + 1)
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long_alpha = 2.0 / (longPeriod + 1)
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one_minus_long_alpha = 1.0 - long_alpha
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float rng = high - low
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float mf = rng != 0.0 ? ((2 * close - high - low) / rng) * volume : 0.0
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var float cum = 0.0
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var float e = 1.0
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cum := bar_index == 0 ? mf : cum + mf
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var float short_raw_ema = 0.0
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short_raw_ema := short_alpha * (cum - short_raw_ema) + short_raw_ema
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float short_ema = e > EPSILON ? short_raw_ema / (1.0 - e) : short_raw_ema
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var float long_raw_ema = 0.0
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long_raw_ema := long_alpha * (cum - long_raw_ema) + long_raw_ema
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float long_ema = e > EPSILON ? long_raw_ema / (1.0 - e) : long_raw_ema
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e := one_minus_long_alpha * e
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short_ema - long_ema
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// ---------- Inputs ----------
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shortPeriod = input.int(3, "Short Period", minval=1)
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longPeriod = input.int(10, "Long Period", minval=1)
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// ---------- Calculations ----------
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osc = adosc(shortPeriod, longPeriod)
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// ---------- Plotting ----------
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plot(osc, "ADOSC", color.new(color.yellow, 0, color=color.yellow, linewidth=2), linewidth=2)
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