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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
7253f61299
- Implemented the TRAMA (Trend Regularity Adaptive Moving Average) class with adaptive EMA logic. - Added unit tests for TRAMA functionality, including constructor validation, basic calculations, state management, and robustness checks. - Created validation tests to ensure consistency across different modes of operation (streaming, batch, and static calculations). - Enhanced documentation for TRAMA, including performance profiles and quality metrics. - Updated workspace configuration by removing unnecessary folder references.
36 lines
1.6 KiB
Plaintext
36 lines
1.6 KiB
Plaintext
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0
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// https://mozilla.org/MPL/2.0/
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// © QuanTAlib
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//@version=6
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indicator("Nyquist Moving Average (NYQMA)", "NYQMA", overlay = true)
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//@function Nyquist Moving Average per Dr. Manfred G. Dürschner ("Gleitende Durchschnitte 3.0").
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// Applies the Nyquist-Shannon sampling theorem to cascaded LWMAs: a single-smoothed
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// LWMA and a double-smoothed LWMA are combined via lag-compensating extrapolation.
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// Formula: NYQMA = (1 + α) · MA1 − α · MA2, where α = N2 / (N1 − N2).
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// The second LWMA period (N2) must satisfy N2 ≤ floor(N1/2) per Nyquist criterion
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// to prevent aliasing artifacts ("ghost signals") in the smoothed output.
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//@param src Source series
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//@param period Primary LWMA period (N1)
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//@param nyquist_period Secondary LWMA period (N2), must be ≤ floor(period/2)
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//@returns Nyquist-compliant lag-compensated moving average
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export nyqma(float src, int period, int nyquist_period) =>
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int n2 = math.min(nyquist_period, period / 2)
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float ma1 = ta.wma(src, period)
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float ma2 = ta.wma(ma1, n2)
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float alpha = n2 / (period - n2)
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float result = (1.0 + alpha) * ma1 - alpha * ma2
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result
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// ── Inputs ──
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int p_period = input.int(89, "Period (N1)", minval = 2)
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int p_nyquist = input.int(21, "Nyquist Period (N2)", minval = 1)
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float p_src = input.source(close, "Source")
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// ── Calculation ──
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float out = nyqma(p_src, p_period, p_nyquist)
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// ── Plot ──
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plot(out, "NYQMA", color.yellow, 2)
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