mirror of
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.
47 lines
1.7 KiB
Plaintext
47 lines
1.7 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Volume Weighted Accumulation/Distribution (VWAD)", "VWAD", overlay=false)
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//@function Calculates VWAD using volume weighting for enhanced sensitivity
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//@param src_high High price series
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//@param src_low Low price series
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//@param src_close Close price series
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//@param src_vol Volume series
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//@param period Lookback period for volume weighting
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//@returns VWAD value representing volume-weighted accumulation/distribution
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//@optimized for performance and dirty data
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vwad(simple int period, series float src_high = high, series float src_low = low, series float src_close = close, series float src_vol = volume) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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var int p = math.max(1, period), var int head = 0
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var array<float> vol_buffer = array.new_float(p, na)
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var float sum_vol = 0.0
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float old_vol = array.get(vol_buffer, head)
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if not na(old_vol)
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sum_vol -= old_vol
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float current_vol = nz(src_vol, 0.0)
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sum_vol += current_vol
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array.set(vol_buffer, head, current_vol)
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head := (head + 1) % p
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float mfm = 0.0
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if not na(src_high) and not na(src_low) and not na(src_close)
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mfm := (src_close - src_low) - (src_high - src_close)
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mfm := src_high != src_low ? mfm / (src_high - src_low) : 0.0
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float vol_weight = sum_vol > 0.0 ? current_vol / sum_vol : 0.0
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float weighted_mfv = current_vol * mfm * vol_weight
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var float cumulative_vwad = 0.0
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cumulative_vwad += weighted_mfv
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cumulative_vwad
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(20, "Volume Weight Period", minval=1)
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// Calculation
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vwad_value = vwad(i_period)
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// Plot
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plot(vwad_value, "VWAD", color=color.yellow, linewidth=2)
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