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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.
41 lines
1.2 KiB
Plaintext
41 lines
1.2 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Simple Moving Average (SMA)", "SMA", overlay=true)
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//@function Calculates SMA using simple smoothing with compensator
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//@param source Series to calculate SMA from
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//@param period Lookback period - FIR window size
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//@returns SMA value, calculates from first bar using available data
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//@optimized Uses circular buffer and running sum for O(1) complexity
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sma(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 = period
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var array<float> buffer = array.new_float(p, na)
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var int head = 0
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var float sum = 0.0
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var int count = 0
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float oldest = array.get(buffer, head)
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if not na(oldest)
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sum -= oldest
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else
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count += 1
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float current = nz(source)
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sum += current
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array.set(buffer, head, current)
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head := (head + 1) % p
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sum / math.max(1, count)
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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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sma_value = sma(i_source, i_period)
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// Plot
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plot(sma_value, "SMA", color=color.yellow, linewidth=2)
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