mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-13 08:08:05 +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.
75 lines
3.1 KiB
Plaintext
75 lines
3.1 KiB
Plaintext
// The MIT License (MIT)
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Moving Average Convergence Divergence (MACD)", "MACD", overlay=false)
|
|
|
|
//@function Calculates MACD with fast and slow EMAs and signal line
|
|
//@param src Source series to calculate MACD from
|
|
//@param fast_length Period for fast EMA
|
|
//@param slow_length Period for slow EMA
|
|
//@param signal_length Period for signal line EMA
|
|
//@returns Tuple [macd, signal, histogram] values
|
|
//@optimized for performance and dirty data with embedded EMA calculations
|
|
macd(series float src, simple int fast_length, simple int slow_length, simple int signal_length) =>
|
|
if fast_length <= 0 or slow_length <= 0 or signal_length <= 0
|
|
runtime.error("All periods must be greater than 0")
|
|
if fast_length >= slow_length
|
|
runtime.error("Fast length must be less than slow length")
|
|
float alpha_fast = 2.0 / (fast_length + 1)
|
|
float alpha_slow = 2.0 / (slow_length + 1)
|
|
float alpha_signal = 2.0 / (signal_length + 1)
|
|
float beta_fast = 1.0 - alpha_fast
|
|
float beta_slow = 1.0 - alpha_slow
|
|
float beta_signal = 1.0 - alpha_signal
|
|
var bool warmup = true
|
|
var float e_fast = 1.0
|
|
var float e_slow = 1.0
|
|
var float e_signal = 1.0
|
|
var float ema_fast = 0.0
|
|
var float ema_slow = 0.0
|
|
var float ema_signal = 0.0
|
|
var float result_fast = src
|
|
var float result_slow = src
|
|
var float result_signal = 0.0
|
|
ema_fast := alpha_fast * (src - ema_fast) + ema_fast
|
|
ema_slow := alpha_slow * (src - ema_slow) + ema_slow
|
|
if warmup
|
|
e_fast *= beta_fast
|
|
e_slow *= beta_slow
|
|
e_signal *= beta_signal
|
|
float c_fast = 1.0 / (1.0 - e_fast)
|
|
float c_slow = 1.0 / (1.0 - e_slow)
|
|
float c_signal = 1.0 / (1.0 - e_signal)
|
|
result_fast := c_fast * ema_fast
|
|
result_slow := c_slow * ema_slow
|
|
float macd_line = result_fast - result_slow
|
|
ema_signal := alpha_signal * (macd_line - ema_signal) + ema_signal
|
|
result_signal := c_signal * ema_signal
|
|
warmup := e_fast > 1e-10 or e_slow > 1e-10 or e_signal > 1e-10
|
|
else
|
|
result_fast := ema_fast
|
|
result_slow := ema_slow
|
|
float macd_line = result_fast - result_slow
|
|
ema_signal := alpha_signal * (macd_line - ema_signal) + ema_signal
|
|
result_signal := ema_signal
|
|
float macd_line = result_fast - result_slow
|
|
float histogram = macd_line - result_signal
|
|
[macd_line, result_signal, histogram]
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_fast = input.int(12, "Fast Length", minval=1)
|
|
i_slow = input.int(26, "Slow Length", minval=2)
|
|
i_signal = input.int(9, "Signal Length", minval=1)
|
|
i_source = input.source(close, "Source")
|
|
|
|
// Calculation
|
|
[macd_line, signal_line, histogram] = macd(i_source, i_fast, i_slow, i_signal)
|
|
|
|
// Plot
|
|
hline(0, "Zero Line", color=color.gray)
|
|
plot(histogram, "Histogram", style=plot.style_columns, color=histogram >= 0 ? (histogram[1] < histogram ? color.green : color.green) : (histogram[1] < histogram ? color.red : color.red))
|
|
plot(macd_line, "MACD", color=color.blue, linewidth=2)
|
|
plot(signal_line, "Signal", color=color.red, linewidth=2)
|