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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.
52 lines
1.5 KiB
Plaintext
52 lines
1.5 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Weighted Moving Average (WMA)", "WMA", overlay=true)
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//@function Calculates WMA using circular buffer with O(1) complexity
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//@param source Series to calculate WMA from
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//@param period Lookback period - FIR window size
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//@returns WMA value, calculates from first bar using available data
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//@optimized Uses dual running sums with cached denominator for O(1) complexity per bar
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wma(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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var array<float> buffer = array.new_float(period, na)
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var int head = 0
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var float sum = 0.0
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var float weighted_sum = 0.0
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var int count = 0
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var float norm = 0.0
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float oldest = array.get(buffer, head)
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float current = nz(source)
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if not na(oldest)
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float old_sum = sum
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sum -= oldest
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sum += current
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weighted_sum := weighted_sum - old_sum + (period * current)
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else
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count += 1
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sum += current
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weighted_sum := weighted_sum + (count * current)
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norm := count * (count + 1) * 0.5
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array.set(buffer, head, current)
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head := (head + 1) % period
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weighted_sum / norm
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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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wma_value = wma(i_source, i_period)
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// Plot
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plot(wma_value, "WMA", color=color.yellow, linewidth=2)
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