mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 05:27:43 +00:00
Miha Kralj
86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
114 lines
4.7 KiB
Plaintext
114 lines
4.7 KiB
Plaintext
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// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Acceleration, Slope of Slope (JERK)", "JERK", overlay=false, precision=8)
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//@function Calculates jerk (slope of slope of slope)
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//@param src Source series to calculate slope from
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//@param len Lookback period for calculation
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//@returns jerk
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jerk(series float src, simple int len1) =>
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if len1 <= 1
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runtime.error("Length 1 for first slope calculation must be greater than 1")
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var float sumX1 = 0.0, var float sumY1 = 0.0, var float sumXY1 = 0.0, var float sumX21 = 0.0
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var int validCount1 = 0
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var array<float> x_values1 = array.new_float(len1)
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var array<float> y_values1 = array.new_float(len1)
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var int head1 = 0
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var int internal_time_counter1 = 0
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if internal_time_counter1 >= len1
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float oldX1 = array.get(x_values1, head1)
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float oldY1 = array.get(y_values1, head1)
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if not na(oldY1)
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sumX1 := sumX1 - oldX1, sumY1 := sumY1 - oldY1
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sumXY1 := sumXY1 - oldX1 * oldY1, sumX21 := sumX21 - oldX1 * oldX1
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validCount1 := validCount1 - 1
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float currentX1 = internal_time_counter1
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float currentY1 = src
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array.set(x_values1, head1, currentX1)
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array.set(y_values1, head1, currentY1)
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if not na(currentY1)
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sumX1 := sumX1 + currentX1, sumY1 := sumY1 + currentY1
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sumXY1 := sumXY1 + currentX1 * currentY1, sumX21 := sumX21 + currentX1 * currentX1
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validCount1 := validCount1 + 1
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head1 := (head1 + 1) % len1
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internal_time_counter1 := internal_time_counter1 + 1
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float current_slope1 = na
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if validCount1 >= 2
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float n1 = validCount1
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float divisor1 = n1 * sumX21 - sumX1 * sumX1
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if divisor1 != 0.0
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current_slope1 := (n1 * sumXY1 - sumX1 * sumY1) / divisor1
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var float sumX2 = 0.0, var float sumY2 = 0.0, var float sumXY2 = 0.0, var float sumX22 = 0.0
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var int validCount2 = 0
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var array<float> x_values2 = array.new_float(len1)
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var array<float> y_values2 = array.new_float(len1)
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var int head2 = 0
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var int internal_time_counter2 = 0
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if internal_time_counter2 >= len1
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float oldX2 = array.get(x_values2, head2)
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float oldY2 = array.get(y_values2, head2)
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if not na(oldY2)
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sumX2 := sumX2 - oldX2, sumY2 := sumY2 - oldY2
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sumXY2 := sumXY2 - oldX2 * oldY2, sumX22 := sumX22 - oldX2 * oldX2
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validCount2 := validCount2 - 1
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float currentX2 = internal_time_counter2
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float currentY2 = current_slope1
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array.set(x_values2, head2, currentX2)
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array.set(y_values2, head2, currentY2)
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if not na(currentY2)
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sumX2 := sumX2 + currentX2, sumY2 := sumY2 + currentY2
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sumXY2 := sumXY2 + currentX2 * currentY2, sumX22 := sumX22 + currentX2 * currentX2
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validCount2 := validCount2 + 1
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head2 := (head2 + 1) % len1
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internal_time_counter2 := internal_time_counter2 + 1
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float current_accel = na
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if validCount2 >= 2
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float n2 = validCount2
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float divisor2 = n2 * sumX22 - sumX2 * sumX2
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if divisor2 != 0.0
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current_accel := (n2 * sumXY2 - sumX2 * sumY2) / divisor2
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var float sumX3 = 0.0, var float sumY3 = 0.0, var float sumXY3 = 0.0, var float sumX23 = 0.0
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var int validCount3 = 0
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var array<float> x_values3 = array.new_float(len1)
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var array<float> y_values3 = array.new_float(len1)
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var int head3 = 0
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var int internal_time_counter3 = 0
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if internal_time_counter3 >= len1
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float oldX3 = array.get(x_values3, head3)
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float oldY3 = array.get(y_values3, head3)
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if not na(oldY3)
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sumX3 := sumX3 - oldX3, sumY3 := sumY3 - oldY3
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sumXY3 := sumXY3 - oldX3 * oldY3, sumX23 := sumX23 - oldX3 * oldX3
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validCount3 := validCount3 - 1
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float currentX3 = internal_time_counter3
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float currentY3 = current_accel
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array.set(x_values3, head3, currentX3)
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array.set(y_values3, head3, currentY3)
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if not na(currentY3)
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sumX3 := sumX3 + currentX3, sumY3 := sumY3 + currentY3
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sumXY3 := sumXY3 + currentX3 * currentY3, sumX23 := sumX23 + currentX3 * currentX3
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validCount3 := validCount3 + 1
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head3 := (head3 + 1) % len1
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internal_time_counter3 := internal_time_counter3 + 1
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float calculatedjerk = na
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if validCount3 >= 2
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float n3 = validCount3
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float divisor3 = n3 * sumX23 - sumX3 * sumX3
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if divisor3 != 0.0
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calculatedjerk := (n3 * sumXY3 - sumX3 * sumY3) / divisor3
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calculatedjerk
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(14, "Period", minval=2)
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i_source = input.source(close, "Source")
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// Calculation
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a = jerk(i_source, i_period)
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// Plot
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plot(a, "jerk", color=color.yellow, linewidth=2)
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