mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 20:47:43 +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.
55 lines
2.2 KiB
Plaintext
55 lines
2.2 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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// Ultimate Bands logic based on work by John F. Ehlers (c) 2024
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indicator("Ehlers Ultimate Bands (UBANDS)", "UBANDS", overlay=true)
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//@function Calculates Ultimate Bands
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//@param src Source series for the bands
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//@param length Lookback period for the Ehlers Ultrasmooth Filter and RMS
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//@param mult RMS multiplier for band width
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//@returns tuple [upperBand, middleBand, lowerBand]
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ubands(series float src, simple int length, simple float mult) =>
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var float usf_state = na, var float c1=0.0, var float c2=0.0, var float c3=0.0, var int prev_len = 0
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if prev_len != length or na(c1)
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float arg = (math.sqrt(2)*math.pi)/math.max(1,float(length))
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float exp_arg = math.exp(-arg)
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c2 := 2*exp_arg*math.cos(arg)
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c3 := -exp_arg*exp_arg
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c1 := (1+c2-c3)/4.0
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prev_len := length
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usf_state := na
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float s = nz(src,src[1]), s1 = nz(src[1],s), s2 = nz(src[2],s1)
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float current_usf = na(usf_state) or na(usf_state[1]) or na(usf_state[2]) ? s :
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(1-c1)*s + (2*c1-c2)*s1 - (c1+c3)*s2 + c2*nz(usf_state[1],s1) + c3*nz(usf_state[2],s2)
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usf_state := current_usf
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float smooth = usf_state
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series float residuals = src - smooth
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float rms = 0.0
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if length > 0
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float sumSq_r = 0.0, int count_r = 0
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for i = 0 to length - 1
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float val_r = residuals[i]
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if not na(val_r)
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sumSq_r += val_r*val_r
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count_r += 1
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if count_r > 0
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rms := math.sqrt(sumSq_r/count_r)
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[smooth + mult*rms, smooth, smooth - mult*rms]
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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i_length = input.int(20, "Length", minval=1, tooltip="Lookback period for smoothing and RMS calculation.")
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i_mult = input.float(1.0, "RMS Multiplier", minval=0.01, tooltip="Band width as multiple of RMS value.")
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// Calculation
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[upperBand, middleBand, lowerBand] = ubands(i_source, i_length, i_mult)
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// Plot
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plot(middleBand, "Middle Band", color=color.yellow, linewidth=2)
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p1 = plot(upperBand, "Upper Band", color=color.yellow, linewidth=2)
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p2 = plot(lowerBand, "Lower Band", color=color.yellow, linewidth=2)
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fill(p1, p2, color=color.new(color.blue, 90), title="Band Fill")
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