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https://github.com/mihakralj/QuanTAlib.git
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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>
63 lines
2.1 KiB
Plaintext
63 lines
2.1 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Chande Forecast Oscillator", "CFO", overlay=false)
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//@function Chande Forecast Oscillator - measures percentage difference between price and forecasted price
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/cfo.md
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//@param source Price data to analyze
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//@param period Number of bars for linear regression calculation
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//@returns Oscillator value showing forecast error percentage
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//@optimized O(1) complexity using incremental sumXY maintenance
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cfo(series float source, 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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if period > 5000
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runtime.error("Period exceeds maximum of 5000")
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var int count = 0
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var int head = 0
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var float sumY = 0.0
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var float sumXY = 0.0
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var array<float> buffer = array.new_float(period, na)
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if na(source)
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na
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else
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float oldest = array.get(buffer, head)
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if not na(oldest)
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sumY -= oldest
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sumXY -= sumY
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sumXY += (period - 1) * source
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else
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sumXY += count * source
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count += 1
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sumY += source
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array.set(buffer, head, source)
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head := (head + 1) % period
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if count < period
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na
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else
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float sumX = period * (period - 1) / 2
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float sumX2 = period * (period - 1) * (2 * period - 1) / 6
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float denomX = period * sumX2 - sumX * sumX
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float slope = (period * sumXY - sumX * sumY) / denomX
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float intercept = (sumY - slope * sumX) / period
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float tsf = intercept + slope * (period - 1)
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float result = source == 0.0 ? na : 100.0 * (source - tsf) / source
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result
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// ---------- Main loop ----------
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i_period = input.int(14, "Period", minval=1, maxval=5000)
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i_source = input.source(close, "Source")
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result = cfo(i_source, i_period)
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plot(result, "CFO", color=color.yellow, linewidth=2)
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hline(0, "Zero Line", color=color.gray, linestyle=hline.style_dotted)
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