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https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 01:37:43 +00:00
Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
46 lines
1.8 KiB
Plaintext
46 lines
1.8 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("Ulcer Index (UI)", shorttitle="UI", format=format.price, precision=2, overlay=false)
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//@function Calculates the Ulcer Index (UI).
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//@param src The source series. Default is `close`.
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//@param period The lookback period. Default is 14.
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//@returns float The Ulcer Index value.
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ui(series float src, int period) =>
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var deque = array.new_int(0)
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var src_buffer = array.new_float(period, na)
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var int current_index = 0
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float current_val = nz(src)
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array.set(src_buffer, current_index, current_val)
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while array.size(deque) > 0 and array.get(deque, 0) <= bar_index - period
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array.shift(deque)
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while array.size(deque) > 0
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int last_index_in_deque = array.get(deque, array.size(deque) - 1)
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int buffer_lookup_index = last_index_in_deque % period
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if array.get(src_buffer, buffer_lookup_index) <= current_val
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array.pop(deque)
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else
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break
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array.push(deque, bar_index)
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int highest_index = array.get(deque, 0)
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int highest_buffer_index = highest_index % period
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highestClose = array.get(src_buffer, highest_buffer_index)
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current_index := (current_index + 1) % period
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percentDrawdown = ((src - highestClose) / highestClose) * 100.0
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squaredDrawdown = math.pow(percentDrawdown, 2)
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sumSquaredDrawdown = math.sum(squaredDrawdown, period)
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averageSquaredDrawdown = sumSquaredDrawdown / period
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ui = math.sqrt(averageSquaredDrawdown)
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ui
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// Inputs
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i_src_ui = input.source(close, "Source")
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i_period_ui = input.int(14, "Period", minval=1, tooltip="Lookback period for calculating the Ulcer Index.")
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// Calculation
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uiValue = ui(i_src_ui, i_period_ui)
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// Plot
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plot(uiValue, "UI", color=color.yellow, linewidth=2)
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