mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-12 23:58:04 +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.
60 lines
2.2 KiB
Plaintext
60 lines
2.2 KiB
Plaintext
// The MIT License (MIT)
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Percentile", "PERCENTILE", overlay=true, precision=8)
|
|
|
|
//@function Calculates the value at a given percentile for a series over a lookback period.
|
|
//@param src series float Input data series.
|
|
//@param len simple int Lookback period (must be > 0).
|
|
//@param p simple float Percentile to calculate (0-100). For example, 50 for median.
|
|
//@returns series float The value at the specified percentile, or na if insufficient data.
|
|
percentile(series float src, simple int len, simple float p) => // p is the target percentile (0-100)
|
|
if len <= 0
|
|
runtime.error("Length must be greater than 0.")
|
|
if p < 0 or p > 100
|
|
runtime.error("Percentile 'p' must be between 0 and 100.")
|
|
data_points = array.new_float()
|
|
for i = 0 to len - 1
|
|
val = src[i]
|
|
if not na(val)
|
|
array.push(data_points, val)
|
|
n_valid = array.size(data_points)
|
|
float result = na
|
|
if n_valid == 0
|
|
result := na
|
|
else if n_valid == 1
|
|
result := array.get(data_points, 0)
|
|
else
|
|
array.sort(data_points)
|
|
rank = (p / 100.0) * (n_valid - 1)
|
|
if p == 0.0
|
|
result := array.get(data_points, 0)
|
|
else if p == 100.0
|
|
result := array.get(data_points, n_valid - 1)
|
|
else
|
|
k_floor_idx = math.floor(rank)
|
|
k_ceil_idx = math.ceil(rank)
|
|
int_k_floor = int(k_floor_idx)
|
|
int_k_ceil = int(k_ceil_idx)
|
|
if int_k_floor == int_k_ceil
|
|
result := array.get(data_points, int_k_floor)
|
|
else
|
|
val_floor = array.get(data_points, int_k_floor)
|
|
val_ceil = array.get(data_points, int_k_ceil)
|
|
result := val_floor + (rank - k_floor_idx) * (val_ceil - val_floor)
|
|
result
|
|
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_source = input.source(close, "Source")
|
|
i_length = input.int(14, "Period", minval=1)
|
|
i_percentile = input.float(25, "Percentile (0-100)", minval=0, maxval=100, step=0.1)
|
|
|
|
// Calculation
|
|
percentile_value = percentile(i_source, i_length, i_percentile)
|
|
|
|
// Plot
|
|
plot(percentile_value, "Percentile", color=color.new(color.yellow, 0, color=color.yellow, linewidth=2), linewidth=2)
|