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86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
48 lines
1.7 KiB
Plaintext
48 lines
1.7 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Linear Transformation (LINEAR)", "Lineartrans", overlay=false)
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//@function Applies a linear transformation (y = a*(x - sma) + sma + b) relative to the source's SMA, calculated internally.
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/numerics/linear.md
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//@param source series float The input series to transform.
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//@param period simple int The lookback period for the internal SMA calculation.
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//@param a float The scaling factor (slope).
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//@param b float The offset (intercept).
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//@returns series float The linearly transformed series relative to its internally calculated SMA.
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//@optimized for performance and dirty data
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linear(series float source, float a, float b) =>
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if na(source) or na(a) or na(b)
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runtime.error("Parameters 'source', 'a', 'b' cannot be na and 'period' must be > 0.")
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var int p = 200
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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 valid_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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valid_count -= 1
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if not na(source)
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sum += source
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valid_count += 1
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array.set(buffer, head, source)
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head := (head + 1) % p
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smaValue = nz(sum / valid_count, source)
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a * (source - smaValue) + smaValue + b
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// ---------- Main loop ----------
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// Inputs
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i_source = input(close, "Source")
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i_smaPeriod = input.int(200, "SMA Period", minval=1)
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i_a = input.float(2.0, "Scale (a)")
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i_b = input.float(20.0, "Offset (b)")
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// Calculation
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transformedSource = linear(i_source, i_a, i_b)
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// Plot
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plot(transformedSource, "Linear Transformation", color=color.yellow, linewidth=2)
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