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https://github.com/mihakralj/QuanTAlib.git
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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.
38 lines
1.4 KiB
Plaintext
38 lines
1.4 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Min-Max Normalization (NORMALIZE)", "NORMALIZE", overlay=false, precision=6)
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//@function Normalizes a source series to the fixed range [0, 1] using Min-Max scaling over a lookback period.
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//@param src The source series to normalize.
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//@param len The lookback period to determine min and max values. Must be >= 1.
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//@returns The normalized series (scaled to [0, 1]).
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normalize(series float src, simple int len) =>
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float min_val_in_period = src
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float max_val_in_period = src
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for i = 1 to len - 1
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current_val = src[i]
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if na(current_val)
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continue
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if current_val < min_val_in_period
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min_val_in_period := current_val
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if current_val > max_val_in_period
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max_val_in_period := current_val
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range_val = max_val_in_period - min_val_in_period
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normalized_value = 0.0
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if range_val != 0.0 and not na(range_val)
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normalized_value := (src - min_val_in_period) / range_val
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normalized_value
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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(200, "Lookback Length", minval=1, tooltip="Lookback period for finding min/max. Must be >= 1.")
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// Calculation
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normalizedValue = normalize(i_source, i_length)
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// Plot
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plot(normalizedValue, "Normalized Value [0,1]", color=color.yellow, linewidth=2)
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