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https://github.com/mihakralj/QuanTAlib.git
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81 lines
2.4 KiB
Plaintext
81 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("BRAR Indicator (BRAR)", "BRAR", overlay=false)
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//@function Calculates BRAR (AR + BR) sentiment oscillators from OHLC data
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//@param period Lookback period for running sums
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//@returns tuple [AR, BR] where AR = atmosphere ratio, BR = buying ratio
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brar(simple int period) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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var int p = math.max(1, period)
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var int head = 0
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var int count = 0
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// Four circular buffers for running sums
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var array<float> arNumBuf = array.new_float(p, na) // HIGH - OPEN
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var array<float> arDenBuf = array.new_float(p, na) // OPEN - LOW
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var array<float> brNumBuf = array.new_float(p, na) // max(0, HIGH - prevClose)
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var array<float> brDenBuf = array.new_float(p, na) // max(0, prevClose - LOW)
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var float arNumSum = 0.0
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var float arDenSum = 0.0
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var float brNumSum = 0.0
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var float brDenSum = 0.0
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float prevClose = nz(close[1], open)
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// Current bar components
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float arNum = high - open
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float arDen = open - low
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float brNum = math.max(0.0, high - prevClose)
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float brDen = math.max(0.0, prevClose - low)
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// Remove oldest values from running sums
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float oldArNum = array.get(arNumBuf, head)
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float oldArDen = array.get(arDenBuf, head)
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float oldBrNum = array.get(brNumBuf, head)
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float oldBrDen = array.get(brDenBuf, head)
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if not na(oldArNum)
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arNumSum -= oldArNum
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arDenSum -= oldArDen
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brNumSum -= oldBrNum
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brDenSum -= oldBrDen
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else
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count := math.min(count + 1, p)
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// Add current values to running sums
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arNumSum += arNum
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arDenSum += arDen
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brNumSum += brNum
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brDenSum += brDen
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// Store in circular buffers
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array.set(arNumBuf, head, arNum)
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array.set(arDenBuf, head, arDen)
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array.set(brNumBuf, head, brNum)
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array.set(brDenBuf, head, brDen)
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head := (head + 1) % p
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// Calculate AR and BR ratios (* 100)
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float ar = arDenSum != 0.0 ? (arNumSum / arDenSum) * 100.0 : 0.0
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float br = brDenSum != 0.0 ? (brNumSum / brDenSum) * 100.0 : 0.0
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[ar, br]
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(26, "Period", minval=1, maxval=500)
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// Calculation
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[ar_value, br_value] = brar(i_period)
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// Plot
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plot(ar_value, "AR", color.new(color.yellow, 0), 2)
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plot(br_value, "BR", color.new(color.aqua, 0), 2)
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hline(100, "Reference", color=color.gray, linestyle=hline.style_dotted)
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