mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-03 11:47:44 +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.
42 lines
1.3 KiB
Plaintext
42 lines
1.3 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Log-Cosh Loss", "LogCosh", overlay=false)
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//@function Computes log(cosh(x)) in a numerically stable way
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//@param x The input value
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//@returns log(cosh(x))
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stable_logcosh(float x) =>
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float LOG2 = 0.6931471805599453
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float absX = math.abs(x)
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// For large values, use asymptotic approximation to avoid overflow
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absX > 20.0 ? absX - LOG2 : math.log(math.cosh(x))
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//@function Calculates Log-Cosh Loss
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//@param actual Series of actual values
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//@param predicted Series of predicted/forecast values
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//@param length Rolling window for averaging
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//@returns Mean log-cosh loss over the window
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logcosh_loss(series float actual, series float predicted, simple int length) =>
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// Compute log-cosh loss for current bar
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float error = nz(actual, 0.0) - nz(predicted, 0.0)
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float loss = stable_logcosh(error)
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// Rolling mean of losses
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float result = ta.sma(loss, length)
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result
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// ---------- Main loop ----------
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// Inputs
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i_length = input.int(14, "Length", minval=1)
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i_actual = input.source(close, "Actual")
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i_predicted = input.source(open, "Predicted")
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// Calculation
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logcosh_value = logcosh_loss(i_actual, i_predicted, i_length)
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// Plot
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plot(logcosh_value, "Log-Cosh Loss", color=color.yellow, linewidth=2)
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hline(0, "Zero", color=color.gray, linestyle=hline.style_dotted)
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