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.
71 lines
2.3 KiB
Plaintext
71 lines
2.3 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Adaptive Price Zone", "APZ", overlay=true)
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//@function Calculates Adaptive Price Zone using double-smoothed EMA
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//@param source Series to calculate middle line from
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//@param period Lookback period (sqrt applied internally for smoothing)
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//@param bandPct Band width multiplier
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//@returns tuple with [middle, upper, lower] band values
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//@optimized Uses compound warmup compensation for nested EMAs, O(1) complexity per bar
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apz(series float source, simple int period, simple float bandPct) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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if period > 5000
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runtime.error("Period exceeds maximum of 5000")
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if bandPct <= 0.0
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runtime.error("Band multiplier must be greater than 0")
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float smoothPeriod = math.sqrt(period)
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float alpha = 2.0 / (smoothPeriod + 1.0)
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float beta = 1.0 - alpha
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var float ema1_price = 0.0
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var float ema2_price = 0.0
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var float ema1_range = 0.0
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var float ema2_range = 0.0
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var float e = 1.0
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var bool warmup = true
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float current_price = nz(source)
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float current_range = nz(high - low)
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ema1_price := alpha * current_price + beta * ema1_price
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ema2_price := alpha * ema1_price + beta * ema2_price
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ema1_range := alpha * current_range + beta * ema1_range
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ema2_range := alpha * ema1_range + beta * ema2_range
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float middle = ema2_price
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float adaptiveRange = ema2_range
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if warmup
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e *= beta * beta
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float compensator = 1.0 / (1.0 - e)
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middle := compensator * ema2_price
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adaptiveRange := compensator * ema2_range
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warmup := e > 1e-10
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float width = bandPct * adaptiveRange
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float upper = middle + width
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float lower = middle - width
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[middle, upper, lower]
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(20, "Period", minval=1, maxval=5000)
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i_bandPct = input.float(2.0, "Band Multiplier", minval=0.001, step=0.1)
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i_source = input.source(close, "Source")
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// Calculation
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[middle, upper, lower] = apz(i_source, i_period, i_bandPct)
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// Plot
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plot(middle, "Middle", color=color.yellow, linewidth=2)
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p1 = plot(upper, "Upper", color=color.new(color.yellow, 50), linewidth=1)
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p2 = plot(lower, "Lower", color=color.new(color.yellow, 50), linewidth=1)
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fill(p1, p2, color=color.new(color.yellow, 90), title="Band Fill")
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