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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.
48 lines
1.9 KiB
Plaintext
48 lines
1.9 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Intraday Intensity Index (III)", "III", overlay=false)
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//@function Calculates Intraday Intensity Index
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//@param period Smoothing period for the intensity index
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//@param cumulative Whether to accumulate intensity values
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//@param h High price series
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//@param l Low price series
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//@param c Close price series
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//@param vol Volume series
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//@returns Smoothed or raw intensity value
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iii(simple int period, simple bool cumulative=false, series float h=high, series float l=low, series float c=close, series float vol=volume) =>
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high_val = nz(h, close)
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low_val = nz(l, close)
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close_val = nz(c, close)
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volume_val = math.max(nz(vol, 0.0), 1.0)
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range_val = high_val - low_val
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position_multiplier = range_val > 0 ? (2 * close_val - high_val - low_val) / range_val : 0.0
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raw_iii = position_multiplier * volume_val
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var buffer = array.new_float(period, na)
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var head = 0, var sum = 0.0, var valid_count = 0, var cumulative_value = 0.0
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oldest = array.get(buffer, head)
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sum := not na(oldest) ? sum - oldest : sum
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valid_count := not na(oldest) ? valid_count - 1 : valid_count
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sum := not na(raw_iii) ? sum + raw_iii : sum
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valid_count := not na(raw_iii) ? valid_count + 1 : valid_count
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array.set(buffer, head, raw_iii)
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head := (head + 1) % period
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smoothed_iii = sum / period
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cumulative_value := cumulative_value + raw_iii
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cumulative ? cumulative_value : smoothed_iii
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// ---------- Main Calculation ----------
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// Parameters
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period = input.int(14, "Period", minval=1, maxval=100, tooltip="Smoothing period for the intensity index")
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cumulative = input.bool(false, "Cumulative Mode", tooltip="Accumulate intensity values for trend analysis")
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// Calculation
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iii_value = iii(period, cumulative)
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// ---------- Plots ----------
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plot(iii_value, "III", color=color.yellow, linewidth=2)
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