mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-09 14:30:56 +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.
68 lines
2.8 KiB
Plaintext
68 lines
2.8 KiB
Plaintext
// The MIT License (MIT)
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Klinger Volume Oscillator (KVO)", "KVO", overlay=false)
|
|
|
|
//@function Calculates Klinger Volume Oscillator
|
|
//@param fast_len Fast EMA period
|
|
//@param slow_len Slow EMA period
|
|
//@param signal_len Signal line period
|
|
//@param src_open Open price series
|
|
//@param src_high High price series
|
|
//@param src_low Low price series
|
|
//@param src_close Close price series
|
|
//@param src_vol Volume series
|
|
//@returns [KVO line, Signal line]
|
|
//@optimized for performance and dirty data
|
|
kvo(int fast_len = 34, int slow_len = 55, int signal_len = 13, series float src_open = open, series float src_high = high, series float src_low = low, series float src_close = close, series float src_vol = volume) =>
|
|
float hlc3 = (src_high + src_low + src_close) / 3.0
|
|
float hlc3_prev = nz(hlc3[1], hlc3)
|
|
var float trend = 1.0
|
|
trend := hlc3 > hlc3_prev ? 1.0 : hlc3 < hlc3_prev ? -1.0 : trend
|
|
float high_low_range = src_high - src_low
|
|
float cm = high_low_range > 0 ? math.abs(2 * ((high_low_range - (src_close - src_low)) / high_low_range) - 1) : 0.0
|
|
float dm = trend * nz(src_vol, 0.0) * cm
|
|
float alpha_f = 2.0 / (fast_len + 1), float alpha_s = 2.0 / (slow_len + 1), float alpha_sig = 2.0 / (signal_len + 1)
|
|
var bool warmup = true, var float e_f = 1.0, var float e_s = 1.0, var float e_sig = 1.0
|
|
var float ema_val_f = 0.0, var float ema_val_s = 0.0, var float ema_val_sig = 0.0
|
|
var float fast_ema = dm, var float slow_ema = dm
|
|
ema_val_f := alpha_f * (dm - ema_val_f) + ema_val_f
|
|
ema_val_s := alpha_s * (dm - ema_val_s) + ema_val_s
|
|
if warmup
|
|
e_f *= (1.0 - alpha_f), e_s *= (1.0 - alpha_s)
|
|
float c_f = 1.0 / (1.0 - e_f), float c_s = 1.0 / (1.0 - e_s)
|
|
fast_ema := c_f * ema_val_f, slow_ema := c_s * ema_val_s
|
|
warmup := e_sig > 1e-10
|
|
else
|
|
fast_ema := ema_val_f, slow_ema := ema_val_s
|
|
float kvo_line = fast_ema - slow_ema
|
|
var float signal_line = kvo_line
|
|
ema_val_sig := alpha_sig * (kvo_line - ema_val_sig) + ema_val_sig
|
|
if warmup
|
|
e_sig *= (1.0 - alpha_sig)
|
|
float c_sig = 1.0 / (1.0 - e_sig)
|
|
signal_line := c_sig * ema_val_sig
|
|
else
|
|
signal_line := ema_val_sig
|
|
[kvo_line, signal_line]
|
|
|
|
// ---------- Main Calculation ----------
|
|
|
|
// Parameters
|
|
fast_period = input.int(34, "Fast EMA Period", minval=1)
|
|
slow_period = input.int(55, "Slow EMA Period", minval=1)
|
|
signal_period = input.int(13, "Signal Line Period", minval=1)
|
|
|
|
// Calculation
|
|
[kvo_line, signal_line] = kvo(fast_period, slow_period, signal_period)
|
|
|
|
// ---------- Plots ----------
|
|
|
|
plot(kvo_line, "KVO", color.yellow, 2)
|
|
plot(signal_line, "Signal", color.blue, 1)
|
|
hline(0, "Zero Line", color.gray, linestyle=hline.style_dashed)
|
|
|
|
histogram = kvo_line - signal_line
|
|
plot(histogram, "Histogram", style=plot.style_histogram,
|
|
color=histogram >= 0 ? color.green : color.red)
|