mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-06 21:17:44 +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.
69 lines
3.7 KiB
Plaintext
69 lines
3.7 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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// Ultimate Channel logic based on work by John F. Ehlers (c) 2024
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indicator("Ultimate Channel (UCHANNEL)", "UCHANNEL", overlay=true)
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//@function Calculates Ultimate Channel
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//@param src Source series for the centerline (typically close)
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//@param high_src Source series for high prices
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//@param low_src Source series for low prices
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//@param strLength Lookback period for smoothing the True Range
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//@param length Lookback period for smoothing the centerline
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//@param numSTRs Multiplier for the Smoothed True Range to define channel width
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//@returns tuple [upperChannel, middleChannel, lowerChannel]
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uchannel(series float src_centerline, series float high_src, series float low_src, simple int strLength_param, simple int length_param, simple float numSTRs_param) =>
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if strLength_param <= 0 or length_param <= 0 or numSTRs_param <= 0
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runtime.error("strLength, numSTR and length must be greater than 0")
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var float usf_s = na, var float usf_c = na
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var float c1_s = 0.0, var float c2_s = 0.0, var float c3_s = 0.0
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var float c1_c = 0.0, var float c2_c = 0.0, var float c3_c = 0.0
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var int prev_sLen = 0, var int prev_cLen = 0
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float th = math.max(high_src, nz(src_centerline[1], high_src))
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float tl = math.min(low_src, nz(src_centerline[1], low_src))
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series float tr_s = th - tl // true_range_series
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if prev_sLen != strLength_param or na(c1_s)
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float arg = (math.sqrt(2)*math.pi)/float(strLength_param)
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float exp_arg = math.exp(-arg)
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c2_s := 2*exp_arg*math.cos(arg)
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c3_s := -exp_arg*exp_arg
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c1_s := (1+c2_s-c3_s)/4.0
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prev_sLen := strLength_param
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usf_s := na
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float s_str = nz(tr_s, tr_s[1]), s1_str = nz(tr_s[1], s_str), s2_str = nz(tr_s[2], s1_str)
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float cur_usf_s = na(usf_s) or na(usf_s[1]) or na(usf_s[2]) ? s_str : (1-c1_s)*s_str + (2*c1_s-c2_s)*s1_str - (c1_s+c3_s)*s2_str + c2_s*nz(usf_s[1],s1_str) + c3_s*nz(usf_s[2],s2_str)
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usf_s := cur_usf_s
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float str_val = usf_s
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if prev_cLen != length_param or na(c1_c)
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float arg = (math.sqrt(2)*math.pi)/float(length_param)
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float exp_arg = math.exp(-arg)
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c2_c := 2*exp_arg*math.cos(arg)
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c3_c := -exp_arg*exp_arg
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c1_c := (1+c2_c-c3_c)/4.0
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prev_cLen := length_param
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usf_c := na
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float s_cen = nz(src_centerline,src_centerline[1]), s1_cen = nz(src_centerline[1],s_cen), s2_cen = nz(src_centerline[2],s1_cen)
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float cur_usf_c = na(usf_c) or na(usf_c[1]) or na(usf_c[2]) ? s_cen : (1-c1_c)*s_cen + (2*c1_c-c2_c)*s1_cen - (c1_c+c3_c)*s2_cen + c2_c*nz(usf_c[1],s1_cen) + c3_c*nz(usf_c[2],s2_cen)
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usf_c := cur_usf_c
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float centerline = usf_c
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[centerline + numSTRs_param*str_val, centerline, centerline - numSTRs_param*str_val]
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source for Centerline")
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i_high = input.source(high, "Source for High")
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i_low = input.source(low, "Source for Low")
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i_strLength = input.int(20, "STR Length", minval=1, tooltip="Lookback period for smoothing the True Range.")
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i_length = input.int(20, "Centerline Length", minval=1, tooltip="Lookback period for smoothing the centerline (close price).")
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i_numSTRs = input.float(1.0, "STR Multiplier", minval=0.01, tooltip="Number of Smoothed True Ranges for channel width.")
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// Calculation
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[upperCh, middleCh, lowerCh] = uchannel(i_source, i_high, i_low, i_strLength, i_length, i_numSTRs)
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// Plot
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plot(middleCh, "Middle Channel", color=color.yellow, linewidth=2)
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p_upper = plot(upperCh, "Upper Channel", color=color.yellow, linewidth=2)
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p_lower = plot(lowerCh, "Lower Channel", color=color.yellow, linewidth=2)
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fill(p_upper, p_lower, color=color.new(color.blue, 90), title="Channel Fill")
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