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86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
57 lines
2.0 KiB
Plaintext
57 lines
2.0 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Absolute Price Oscillator (APO)", "APO", overlay=false)
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//@function Calculates Absolute Price Oscillator using compensated EMAs
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/momentum/apo.md
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//@param src Source series to calculate APO for
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//@param fast_len Fast EMA period
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//@param slow_len Slow EMA period
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//@returns APO value (difference between fast and slow EMAs)
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//@optimized Uses embedded EMA with unified warmup compensation for accuracy from bar 1
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apo(series float src, simple int fast_len, simple int slow_len) =>
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if fast_len <= 0 or slow_len <= 0
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runtime.error("Lengths must be greater than 0")
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if fast_len >= slow_len
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runtime.error("Fast length must be less than slow length")
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float alpha_fast = 2.0 / (fast_len + 1)
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float beta_fast = 1.0 - alpha_fast
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float alpha_slow = 2.0 / (slow_len + 1)
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float beta_slow = 1.0 - alpha_slow
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var bool warmup = true
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var float e_fast = 1.0
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var float e_slow = 1.0
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var float ema_fast = 0.0
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var float ema_slow = 0.0
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var float result_fast = src
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var float result_slow = src
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ema_fast := alpha_fast * (src - ema_fast) + ema_fast
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ema_slow := alpha_slow * (src - ema_slow) + ema_slow
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if warmup
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e_fast *= beta_fast
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e_slow *= beta_slow
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float c_fast = 1.0 / (1.0 - e_fast)
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float c_slow = 1.0 / (1.0 - e_slow)
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result_fast := c_fast * ema_fast
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result_slow := c_slow * ema_slow
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warmup := e_fast > 1e-10 or e_slow > 1e-10
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else
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result_fast := ema_fast
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result_slow := ema_slow
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result_fast - result_slow
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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_fast_len = input.int(12, "Fast Length", minval=1)
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i_slow_len = input.int(26, "Slow Length", minval=1)
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// Calculation
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apo_value = apo(i_source, i_fast_len, i_slow_len)
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// Plot
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plot(apo_value, "APO", color=color.yellow, linewidth=2)
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hline(0, "Zero", color=color.gray)
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