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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.
55 lines
2.4 KiB
Plaintext
55 lines
2.4 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Price Volume Divergence (PVD)", "PVD", overlay=false)
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//@function Calculates Price Volume Divergence
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//@param price_period Lookback period for price momentum
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//@param volume_period Lookback period for volume momentum
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//@param smoothing_period Period for smoothing divergence signals
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//@param c Close price series
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//@param vol Volume series
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//@returns Smoothed divergence value
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//@optimized for performance and dirty data
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pvd(simple int price_period, simple int volume_period, simple int smoothing_period, series float c=close, series float vol=volume ) =>
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if smoothing_period <= 0
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runtime.error("Smoothing period must be greater than 0")
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float close_price = nz(c, close)
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float volume_val = math.max(nz(vol, 0.0), 1.0)
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float prev_close = bar_index < price_period ? close_price[math.max(bar_index, 1)] : close_price[price_period]
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float prev_volume = bar_index < volume_period ? volume_val[math.max(bar_index, 1)] : volume_val[volume_period]
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float price_roc = prev_close > 0 ? (close_price - prev_close) / prev_close * 100 : 0.0
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float volume_roc = prev_volume > 0 ? (volume_val - prev_volume) / prev_volume * 100 : 0.0
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int price_momentum = price_roc > 0 ? 1 : price_roc < 0 ? -1 : 0
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int volume_momentum = volume_roc > 0 ? 1 : volume_roc < 0 ? -1 : 0
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float magnitude = math.abs(price_roc) + math.abs(volume_roc)
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float divergence_raw = price_momentum * -volume_momentum * magnitude
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var int p = smoothing_period
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var array<float> buffer = array.new_float(p, na)
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var int head = 0, var float sum = 0.0, var int valid_count = 0
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float oldest = array.get(buffer, head)
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if not na(oldest)
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sum -= oldest
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valid_count -= 1
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if not na(divergence_raw)
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sum += divergence_raw
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valid_count += 1
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array.set(buffer, head, divergence_raw)
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head := (head + 1) % p
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valid_count > 0 ? sum / valid_count : divergence_raw
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// ---------- Inputs ----------
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price_period = input.int(14, "Price Period", minval=1, maxval=100)
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volume_period = input.int(14, "Volume Period", minval=1, maxval=100)
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divergence_threshold = input.float(50.0, "Divergence Threshold", minval=0)
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smoothing_period = input.int(3, "Smoothing Period", minval=1, maxval=20)
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// ---------- Main loop ----------
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// Calculation
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pvd_value = pvd(price_period, volume_period, smoothing_period)
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// Plot main line
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plot(pvd_value, "PVD", color=color.yellow, linewidth=2)
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