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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
33d20f2a18
Complete thin Dx-composition wrapper indicators with full test coverage: - PlusDi/MinusDi: Directional Indicator wrappers (DiPlus/DiMinus from Dx) - PlusDm/MinusDm: Directional Movement wrappers (DmPlus/DmMinus from Dx) - Individual validation tests per indicator directory (TALib, Skender, bounds) - Combined unit tests (DiDm.Tests.cs) and validation tests (DiDm.Validation.Tests.cs) - Quantower wrappers + tests for all 4 indicators - PineScript v6 implementations with compensated RMA - Normalized .md documentation for all indicators and categories - 182 tests passing, 0 failures
45 lines
1.4 KiB
Plaintext
45 lines
1.4 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Minus Directional Movement (-DM)", "-DM", overlay=false)
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//@function Calculates Wilder-smoothed -DM using compensated RMA
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//@param period Number of bars used in the calculation
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//@returns Smoothed -DM value in price units (≥0)
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//@optimized Uses Wilder's smoothing (RMA) with warmup compensation for accurate values from bar 1
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minusdm(simple int period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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float alpha = 1.0 / period
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float beta = 1.0 - alpha
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float minus_dm = 0.0
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if not na(low[1])
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float upMove = high - high[1]
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float downMove = low[1] - low
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if downMove > upMove and downMove > 0
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minus_dm := downMove
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var bool warmup = true
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var float e = 1.0
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var float minus_dm_ema = 0.0
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var float minus_dm_result = minus_dm
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minus_dm_ema := alpha * (minus_dm - minus_dm_ema) + minus_dm_ema
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if warmup
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e *= beta
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float c = 1.0 / (1.0 - e)
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minus_dm_result := c * minus_dm_ema
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warmup := e > 1e-10
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else
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minus_dm_result := minus_dm_ema
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minus_dm_result
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "Period", minval=1, tooltip="Number of bars used in the calculation")
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// Calculation
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minus_dm_value = minusdm(i_period)
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// Plot
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plot(minus_dm_value, "-DM", color=color.red, linewidth=2)
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