mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 01:58:06 +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.
71 lines
2.4 KiB
Plaintext
71 lines
2.4 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Zero-Lag Triple EMA (ZLTEMA)", "ZLTEMA", overlay=true)
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//@function Calculates ZLTEMA using zero-lag price and triple exponential smoothing with compensator
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//@param source Series to calculate ZLTEMA from
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//@param period Smoothing period
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//@param alpha Optional smoothing factor (overrides period if provided)
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//@returns ZLTEMA value with zero-lag effect applied
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//@optimized Uses lag compensation buffer and exponential warmup compensator on all three EMA stages for O(1) complexity
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zltema(series float source, simple int period=0, simple float alpha=0) =>
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if alpha <= 0 and period <= 0
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runtime.error("Alpha or period must be provided")
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float a1 = alpha > 0 ? alpha : 2.0 / (period + 1)
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float beta1 = 1.0 - a1
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float r = math.pow(1.0 / a1, 1.0 / 3.0)
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float a2 = a1 * r
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float a3 = a2 * r
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simple int lag = math.max(1, math.round((period - 1) / 2))
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var bool warmup = true
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var float e = 1.0
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var float ema1_raw = 0.0
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var float ema2_raw = 0.0
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var float ema3_raw = 0.0
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var float ema1 = na
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var float ema2 = na
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var float ema3 = na
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var priceBuffer = array.new<float>(lag + 1, na)
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if not na(source)
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if na(ema1)
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ema1 := source
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ema2 := source
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ema3 := source
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array.fill(priceBuffer, source)
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array.shift(priceBuffer)
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array.push(priceBuffer, source)
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float laggedPrice = nz(array.get(priceBuffer, 0), source)
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float signal = 2 * source - laggedPrice
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ema1_raw := a1 * (signal - ema1_raw) + ema1_raw
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if warmup
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e *= beta1
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float c = 1.0 / (1.0 - e)
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ema1 := c * ema1_raw
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ema2_raw := a2 * (ema1 - ema2_raw) + ema2_raw
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ema2 := c * ema2_raw
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ema3_raw := a3 * (ema2 - ema3_raw) + ema3_raw
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ema3 := c * ema3_raw
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warmup := e > 1e-10
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else
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ema1 := ema1_raw
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ema2_raw := a2 * (ema1 - ema2_raw) + ema2_raw
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ema2 := ema2_raw
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ema3_raw := a3 * (ema2 - ema3_raw) + ema3_raw
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ema3 := ema3_raw
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3 * ema1 - 3 * ema2 + ema3
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else
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na
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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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zltema_value = zltema(i_source, i_period)
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// Plot
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plot(zltema_value, "ZLTEMA", color=color.yellow, linewidth=2)
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