mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 05:27:43 +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.
38 lines
1.3 KiB
Plaintext
38 lines
1.3 KiB
Plaintext
// The MIT License (MIT)
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Williams Accumulation/Distribution (WAD)", "WAD", overlay=false)
|
|
|
|
//@function Calculates Williams A/D using price relationships and volume
|
|
//@param src_high High price series
|
|
//@param src_low Low price series
|
|
//@param src_close Close price series
|
|
//@param src_open Open price series (if available)
|
|
//@param src_vol Volume series
|
|
//@returns WAD value representing Williams accumulation/distribution
|
|
//@optimized for performance and dirty data
|
|
wad( 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 close_prev = nz(src_close[1], src_close)
|
|
float true_range_high = math.max(src_high, close_prev)
|
|
float true_range_low = math.min(src_low, close_prev)
|
|
float pm = 0.0
|
|
if not na(src_close) and not na(close_prev)
|
|
if src_close > close_prev
|
|
pm := src_close - true_range_low
|
|
else if src_close < close_prev
|
|
pm := src_close - true_range_high
|
|
else
|
|
pm := 0.0
|
|
float ad_value = pm * nz(src_vol, 0.0)
|
|
var float cumulative_wad = 0.0
|
|
cumulative_wad += ad_value
|
|
cumulative_wad
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Calculation
|
|
wad_value = wad()
|
|
|
|
// Plot
|
|
plot(wad_value, "WAD", color=color.yellow, linewidth=2)
|