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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.
48 lines
1.6 KiB
Plaintext
48 lines
1.6 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Pascal Weighted Moving Average (PWMA)", "PWMA", overlay=true)
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//@function Calculates PWMA using Pascal's triangle coefficients as weights with compensator
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//@param source Series to calculate PWMA from
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//@param period Lookback period - FIR window size
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//@returns PWMA value, calculates from first bar using available data
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//@optimized Uses Pascal's triangle weighting with O(n) complexity per bar due to lookback loop
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pwma(series float source, simple int period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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int p = math.min(bar_index + 1, period)
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var array<float> weights = array.new_float(1, 1.0)
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var int last_p = 1
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if last_p != p
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weights := array.new_float(p, 0.0)
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array.set(weights, 0, 1.0)
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if p > 1
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float prev_weight = 1.0
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for i = 1 to p - 1
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float curr_weight = prev_weight * (p - i) / i
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array.set(weights, i, curr_weight)
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prev_weight := curr_weight
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last_p := p
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float sum = 0.0
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float weight_sum = 0.0
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for i = 0 to p - 1
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float price = source[i]
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if not na(price)
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float w = array.get(weights, i)
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sum += price * w
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weight_sum += w
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nz(sum / weight_sum, source)
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(10, "Period", minval=1)
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i_source = input.source(close, "Source")
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// Calculation
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pwma_value = pwma(i_source, i_period)
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// Plot
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plot(pwma_value, "PWMA", color=color.yellow, linewidth=2)
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