mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 09:47:43 +00:00
Miha Kralj
37 lines
1.3 KiB
Plaintext
37 lines
1.3 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Mean Arctangent Absolute Percentage Error", "MAAPE", overlay=false, format=format.percent)
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//@function Calculates Mean Arctangent Absolute Percentage Error
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//@param actual Series of actual values
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//@param predicted Series of predicted/forecast values
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//@param length Rolling window for averaging
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//@returns MAAPE value (0 to ~1.5708)
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maape(series float actual, series float predicted, simple int length) =>
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float epsilon = 1e-10
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// Compute arctangent percentage error for current bar
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float absActual = math.abs(nz(actual, 0.0))
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float absError = math.abs(nz(actual, 0.0) - nz(predicted, 0.0))
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float atanError = absActual > epsilon ? math.atan(absError / absActual) : math.pi / 2.0
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// Rolling mean of arctangent errors
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float result = ta.sma(atanError, length)
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result
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// ---------- Main loop ----------
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// Inputs
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i_length = input.int(14, "Length", minval=1)
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i_actual = input.source(close, "Actual")
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i_predicted = input.source(open, "Predicted")
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// Calculation
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maape_value = maape(i_actual, i_predicted, i_length)
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// Plot
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plot(maape_value, "MAAPE", color=color.yellow, linewidth=2)
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hline(0, "Zero", color=color.gray, linestyle=hline.style_dotted)
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hline(math.pi / 2.0, "Max (π/2)", color=color.red, linestyle=hline.style_dotted)
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