mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-06 04:57:44 +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.
61 lines
3.4 KiB
Plaintext
61 lines
3.4 KiB
Plaintext
// The MIT License (MIT)
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Volume Oscillator (VO)", "VO", overlay=false)
|
|
|
|
//@function Calculates Volume Oscillator
|
|
//@param short_period Period for short-term volume moving average
|
|
//@param long_period Period for long-term volume moving average
|
|
//@param signal_period Period for signal line moving average
|
|
//@param vol Volume series
|
|
//@returns Volume Oscillator value
|
|
//@optimized for performance and dirty data
|
|
vo(simple int short_period, simple int long_period, simple int signal_period, series float vol=volume) =>
|
|
if short_period >= long_period
|
|
runtime.error("Short period must be less than long period")
|
|
volume_val = math.max(nz(vol, 0.0), 1.0)
|
|
var p_short = short_period
|
|
var buffer_short = array.new_float(p_short, na)
|
|
var head_short = 0, var sum_short = 0.0, var valid_count_short = 0
|
|
oldest_short = array.get(buffer_short, head_short)
|
|
sum_short := not na(oldest_short) ? sum_short - oldest_short : sum_short
|
|
valid_count_short := not na(oldest_short) ? valid_count_short - 1 : valid_count_short
|
|
sum_short := not na(volume_val) ? sum_short + volume_val : sum_short
|
|
valid_count_short := not na(volume_val) ? valid_count_short + 1 : valid_count_short
|
|
array.set(buffer_short, head_short, volume_val)
|
|
head_short := (head_short + 1) % p_short
|
|
short_ma = valid_count_short > 0 ? sum_short / valid_count_short : volume_val
|
|
var p_long = long_period
|
|
var buffer_long = array.new_float(p_long, na)
|
|
var head_long = 0, var sum_long = 0.0, var valid_count_long = 0
|
|
oldest_long = array.get(buffer_long, head_long)
|
|
sum_long := not na(oldest_long) ? sum_long - oldest_long : sum_long
|
|
valid_count_long := not na(oldest_long) ? valid_count_long - 1 : valid_count_long
|
|
sum_long := not na(volume_val) ? sum_long + volume_val : sum_long
|
|
valid_count_long := not na(volume_val) ? valid_count_long + 1 : valid_count_long
|
|
array.set(buffer_long, head_long, volume_val)
|
|
head_long := (head_long + 1) % p_long
|
|
long_ma = valid_count_long > 0 ? sum_long / valid_count_long : volume_val
|
|
vo_value = long_ma > 0 ? ((short_ma - long_ma) / long_ma) * 100 : 0.0
|
|
var p_signal = signal_period
|
|
var buffer_signal = array.new_float(p_signal, na)
|
|
var head_signal = 0, var sum_signal = 0.0, var valid_count_signal = 0
|
|
oldest_signal = array.get(buffer_signal, head_signal)
|
|
sum_signal := not na(oldest_signal) ? sum_signal - oldest_signal : sum_signal
|
|
valid_count_signal := not na(oldest_signal) ? valid_count_signal - 1 : valid_count_signal
|
|
sum_signal := not na(vo_value) ? sum_signal + vo_value : sum_signal
|
|
valid_count_signal := not na(vo_value) ? valid_count_signal + 1 : valid_count_signal
|
|
array.set(buffer_signal, head_signal, vo_value)
|
|
head_signal := (head_signal + 1) % p_signal
|
|
signal_line = valid_count_signal > 0 ? sum_signal / valid_count_signal : vo_value
|
|
[vo_value, signal_line]
|
|
|
|
short_period = input.int(5, "Short Period", minval=1, maxval=50, tooltip="Period for short-term volume moving average")
|
|
long_period = input.int(10, "Long Period", minval=2, maxval=100, tooltip="Period for long-term volume moving average")
|
|
signal_period = input.int(10, "Signal Period", minval=1, maxval=50, tooltip="Period for signal line moving average")
|
|
|
|
[vo_value, signal_line] = vo(short_period, long_period, signal_period)
|
|
|
|
plot(vo_value, "Volume Oscillator", color=color.yellow, linewidth=2)
|
|
plot(signal_line, "Signal Line", color=color.blue, linewidth=2)
|