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
2.7 KiB
Plaintext
68 lines
2.7 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Percentage Volume Oscillator (PVO)", "PVO", overlay=false)
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//@function Calculates Percentage Volume Oscillator
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//@param vol Volume series
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//@param fast_period Fast period for volume MA
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//@param slow_period Slow period for volume MA
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//@param signal_period Signal line smoothing period
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//@returns tuple with [pvo, signal, histogram] values
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//@optimized Beta precomputation for EMA warmup compensation
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pvo(series float vol, simple int fast_period, simple int slow_period, simple int signal_period) =>
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if fast_period <= 0 or slow_period <= 0 or signal_period <= 0
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runtime.error("All periods must be greater than 0")
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if fast_period >= slow_period
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runtime.error("Fast period must be less than slow period")
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float vol_val = nz(vol, 0.0)
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float fast_alpha = 2.0 / (fast_period + 1)
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float slow_alpha = 2.0 / (slow_period + 1)
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float signal_alpha = 2.0 / (signal_period + 1)
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float fast_beta = 1.0 - fast_alpha
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float slow_beta = 1.0 - slow_alpha
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float signal_beta = 1.0 - signal_alpha
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float slowest_beta = math.max(fast_beta, slow_beta, signal_beta)
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var bool warmup = true
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var float e_fast = 1.0
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var float e_slow = 1.0
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var float e_signal = 1.0
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var float e_slowest = 1.0
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var float fast_ema = 0.0
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var float slow_ema = 0.0
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var float signal_ema = 0.0
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fast_ema := fast_alpha * (vol_val - fast_ema) + fast_ema
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slow_ema := slow_alpha * (vol_val - slow_ema) + slow_ema
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if warmup
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e_fast *= fast_beta
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e_slow *= slow_beta
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e_signal *= signal_beta
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e_slowest *= slowest_beta
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warmup := e_slowest > 1e-10
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float c_fast = warmup ? 1.0 / (1.0 - e_fast) : 1.0
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float c_slow = warmup ? 1.0 / (1.0 - e_slow) : 1.0
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float c_signal = warmup ? 1.0 / (1.0 - e_signal) : 1.0
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float fast_comp = c_fast * fast_ema
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float slow_comp = c_slow * slow_ema
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float pvo_val = slow_comp != 0.0 ? ((fast_comp - slow_comp) / slow_comp) * 100.0 : 0.0
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signal_ema := signal_alpha * (pvo_val - signal_ema) + signal_ema
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float signal_val = c_signal * signal_ema
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float histogram_val = pvo_val - signal_val
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[pvo_val, signal_val, histogram_val]
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// ---------- Main loop ----------
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// Inputs
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i_fast_period = input.int(12, "Fast Period", minval=1)
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i_slow_period = input.int(26, "Slow Period", minval=1)
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i_signal_period = input.int(9, "Signal Period", minval=1)
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// Calculation
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[pvo_value, signal_value, histogram_value] = pvo(volume, i_fast_period, i_slow_period, i_signal_period)
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// Plot
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plot(pvo_value, "PVO", color=color.yellow, linewidth=2)
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plot(signal_value, "Signal", color=color.red, linewidth=2)
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plot(histogram_value, "Histogram", color=color.blue, linewidth=2, style=plot.style_histogram)
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hline(0, "Zero Line", color.gray)
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