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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>
47 lines
1.7 KiB
Plaintext
47 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("Modified Moving Average (MMA)", "MMA", overlay=true)
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//@function Calculates MMA using combined simple and weighted moving average components
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//@param source Series to calculate MMA from
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//@param period Lookback period - must be at least 2
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//@returns MMA value, combines SMA with weighted component for balanced smoothing
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//@optimized Uses circular buffer for O(1) sum updates, O(n) for weighted component
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mma(series float source, simple int period) =>
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if period < 2
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runtime.error("Period must be at least 2")
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var array<float> buffer = array.new_float(math.min(math.max(2, period), 4000), 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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sum := sum + (not na(source) ? source : 0) - (not na(oldest) ? oldest : 0)
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valid_count := valid_count + (not na(source) ? 1 : 0) - (not na(oldest) ? 1 : 0)
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array.set(buffer, head, source)
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head := (head + 1) % array.size(buffer)
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if valid_count <= 0
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source
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else
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float sma = sum / valid_count
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float weighted_sum = 0.0
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int count = 0
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for i = 0 to array.size(buffer) - 1
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float val = array.get(buffer, (head - 1 - i + array.size(buffer)) % array.size(buffer))
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if not na(val)
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weighted_sum += ((valid_count - ((2 * count) + 1)) * 0.5) * val
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count += 1
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sma + (weighted_sum * 6.0) / ((valid_count + 1) * valid_count)
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(10, "Period", minval=2)
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i_source = input.source(close, "Source")
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// Calculation
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mma_value = mma(i_source, i_period)
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// Plot
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plot(mma_value, "MMA", color=color.yellow, linewidth=2)
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