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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 04:28:04 +00:00
Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
34 lines
1007 B
Plaintext
34 lines
1007 B
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("Exponential Decay (EDECAY)", "EDECAY", overlay=true)
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//@function Calculates exponential decay: output = max(input, prev_output * (period-1)/period)
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//@param source Source price series
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//@param length Decay period
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//@returns Decayed value that tracks peaks and descends exponentially
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//@optimized Uses multiplicative decay factor for O(1) complexity per bar
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edecay(series float source, simple int length) =>
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var float prev = na
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float scale = (length - 1.0) / length
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float result = na
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if na(prev)
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result := source
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else
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float d = prev * scale
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result := source > d ? source : d
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prev := result
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result
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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(5, "Length", minval=1)
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// Calculate Edecay
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float edecay_val = edecay(i_source, i_length)
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// Plot
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plot(edecay_val, "Edecay", color=color.yellow, linewidth=2)
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