mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
74 lines
3.0 KiB
Plaintext
74 lines
3.0 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("Fractal Chaos Bands (FCB)", "FCB", overlay=true)
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//@function Calculates Fractal Chaos Bands based on fractal highs and lows
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//@param period Lookback period for highest/lowest calculation
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//@returns [upper_band, lower_band] Fractal Chaos Band values
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//@optimized Uses monotonic deque for O(1) amortized complexity
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fcb(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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bool is_fractal_high = high[1] > high[2] and high[1] > high[0]
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bool is_fractal_low = low[1] < low[2] and low[1] < low[0]
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var float hi_fractal = high
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var float lo_fractal = low
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if is_fractal_high
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hi_fractal := high[1]
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if is_fractal_low
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lo_fractal := low[1]
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var hi_deque = array.new_int(0)
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var hi_buffer = array.new_float(period, na)
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var int hi_current_index = 0
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float hi_current_val = nz(hi_fractal)
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array.set(hi_buffer, hi_current_index, hi_current_val)
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while array.size(hi_deque) > 0 and array.get(hi_deque, 0) <= bar_index - period
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array.shift(hi_deque)
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while array.size(hi_deque) > 0
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int last_index = array.get(hi_deque, array.size(hi_deque) - 1)
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int buffer_lookup = last_index % period
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if array.get(hi_buffer, buffer_lookup) <= hi_current_val
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array.pop(hi_deque)
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else
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break
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array.push(hi_deque, bar_index)
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int highest_index = array.get(hi_deque, 0)
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int highest_buffer_index = highest_index % period
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float upper_band = array.get(hi_buffer, highest_buffer_index)
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hi_current_index := (hi_current_index + 1) % period
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var lo_deque = array.new_int(0)
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var lo_buffer = array.new_float(period, na)
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var int lo_current_index = 0
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float lo_current_val = nz(lo_fractal)
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array.set(lo_buffer, lo_current_index, lo_current_val)
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while array.size(lo_deque) > 0 and array.get(lo_deque, 0) <= bar_index - period
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array.shift(lo_deque)
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while array.size(lo_deque) > 0
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int last_index = array.get(lo_deque, array.size(lo_deque) - 1)
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int buffer_lookup = last_index % period
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if array.get(lo_buffer, buffer_lookup) >= lo_current_val
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array.pop(lo_deque)
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else
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break
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array.push(lo_deque, bar_index)
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int lowest_index = array.get(lo_deque, 0)
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int lowest_buffer_index = lowest_index % period
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float lower_band = array.get(lo_buffer, lowest_buffer_index)
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lo_current_index := (lo_current_index + 1) % period
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[upper_band, lower_band]
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(20, "Period", minval=1, maxval=999)
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plot_fractal_points = input.bool(false, "Show Fractal Points")
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// Calculation
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[upper_band, lower_band] = fcb(i_period)
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// Plots
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p_upper = plot(upper_band, "Upper Band", color=color.yellow, linewidth=2)
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p_lower = plot(lower_band, "Lower Band", color=color.yellow, linewidth=2)
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fill(p_upper, p_lower, color=color.new(color.blue, 90), title="Band Fill")
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