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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
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>
65 lines
2.4 KiB
Plaintext
65 lines
2.4 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Acceleration Bands (ACCBANDS)", "ACCBANDS", overlay=true)
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//@function Calculates Acceleration Bands using SMAs of high, low, close prices
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//@param high Series of high prices
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//@param low Series of low prices
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//@param close Series of close prices
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//@param period Lookback period for the moving average
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//@param factor Multiplier for band width calculation
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//@returns tuple with [middle, upper, lower] band values
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//@optimized Uses circular buffers with O(1) complexity per bar
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accbands(series float high, series float low, series float close, simple int period, simple float factor = 2.0) =>
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if period <= 0 or factor <= 0.0
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runtime.error("Period and factor must be greater than 0")
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var int p = math.max(1, period)
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var int head = 0
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var int count = 0
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var array<float> bufferHigh = array.new_float(p, na)
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var array<float> bufferLow = array.new_float(p, na)
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var array<float> bufferClose = array.new_float(p, na)
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var float sumHigh = 0.0
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var float sumLow = 0.0
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var float sumClose = 0.0
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float oldestHigh = array.get(bufferHigh, head)
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float oldestLow = array.get(bufferLow, head)
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float oldestClose = array.get(bufferClose, head)
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if not na(oldestHigh)
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sumHigh -= oldestHigh
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sumLow -= oldestLow
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sumClose -= oldestClose
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count -= 1
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float currentHigh = nz(high)
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float currentLow = nz(low)
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float currentClose = nz(close)
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sumHigh += currentHigh
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sumLow += currentLow
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sumClose += currentClose
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count += 1
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array.set(bufferHigh, head, currentHigh)
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array.set(bufferLow, head, currentLow)
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array.set(bufferClose, head, currentClose)
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head := (head + 1) % p
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float smaHigh = nz(sumHigh / count)
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float smaLow = nz(sumLow / count)
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float smaClose = nz(sumClose / count)
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float bandWidth = (smaHigh - smaLow) * factor
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[smaClose, smaHigh + bandWidth, smaLow - bandWidth]
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(20, "Period", minval=1)
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i_factor = input.float(2.0, "Factor", minval=0.001)
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// Calculation
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[middle, upper, lower] = accbands(high, low, close, i_period, i_factor)
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// Plot
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plot(middle, "Middle", color=color.yellow, linewidth=2)
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p1 = plot(upper, "Upper", color=color.yellow, linewidth=2)
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p2 = plot(lower, "Lower", 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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