mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 21:47:43 +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.
53 lines
1.6 KiB
Plaintext
53 lines
1.6 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Elastic Volume Weighted Moving Average (EVWMA)", "EVWMA", overlay=true)
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//@function Calculates EVWMA using volume-elastic smoothing with circular buffer
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//@param src Source price series
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//@param vol Volume series
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//@param period Lookback period for rolling volume sum
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//@returns EVWMA value where high-volume bars get more weight (faster response)
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//@optimized O(1) per bar via circular buffer for running volume sum
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evwma(series float src, series float vol, simple int period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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var int p = math.max(1, period), var int head = 0, var int count = 0
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var array<float> vol_buffer = array.new_float(p, 0.0)
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var float sum_vol = 0.0
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var float result = na
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float cur_vol = math.max(nz(vol, 0.0), 0.0)
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float cur_price = nz(src)
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// Remove oldest volume from running sum
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float old_vol = array.get(vol_buffer, head)
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if count >= p
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sum_vol -= old_vol
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else
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count += 1
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// Add current volume to running sum
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sum_vol += cur_vol
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array.set(vol_buffer, head, cur_vol)
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head := (head + 1) % p
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// EVWMA calculation
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if na(result)
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result := cur_price
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else if sum_vol > 0.0
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result := ((sum_vol - cur_vol) * nz(result) + cur_vol * cur_price) / sum_vol
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result
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(20, "Period", minval=1)
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i_source = input.source(close, "Source")
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// Calculation
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evwma_value = evwma(i_source, volume, i_period)
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// Plot
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plot(evwma_value, "EVWMA", color=color.yellow, linewidth=2)
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