mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 13:37:44 +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>
128 lines
4.3 KiB
Plaintext
128 lines
4.3 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("KDJ", "KDJ", overlay=false)
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//@function Calculates KDJ (K, D, J) lines - enhanced Stochastic Oscillator
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/kdj.md
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//@param high Series of high prices
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//@param low Series of low prices
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//@param close Series of close prices
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//@param length Lookback period for highest/lowest calculation
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//@param signal Smoothing period for K and D lines
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//@returns Tuple [K line, D line, J line]
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//@optimized Uses Wilder's RMA smoothing and deque min/max for highest/lowest, O(n) amortized
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kdj(series float high, series float low, series float close, simple int length, simple int signal) =>
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if length <= 0 or signal <= 0
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runtime.error("Length and signal must be greater than 0")
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if length > 500
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runtime.error("Length exceeds maximum of 500")
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float alpha = 1.0 / signal
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float beta = 1.0 - alpha
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var bool warmupK = true
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var bool warmupD = true
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var float eK = 1.0
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var float eD = 1.0
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var float k = 0.0
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var float d = 0.0
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var float resultK = 50.0
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var float resultD = 50.0
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var int lastLength = 0
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var array<int> maxDeque = array.new_int(0)
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var array<int> minDeque = array.new_int(0)
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var array<float> highBuffer = array.new_float(0)
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var array<float> lowBuffer = array.new_float(0)
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if length != lastLength
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lastLength := length
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maxDeque := array.new_int(0)
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minDeque := array.new_int(0)
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highBuffer := array.new_float(length, na)
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lowBuffer := array.new_float(length, na)
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warmupK := true
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warmupD := true
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eK := 1.0
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eD := 1.0
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k := 0.0
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d := 0.0
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resultK := 50.0
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resultD := 50.0
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if not na(high) and not na(low) and not na(close)
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int currentBar = bar_index
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int slot = currentBar % length
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array.set(highBuffer, slot, high)
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array.set(lowBuffer, slot, low)
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while array.size(maxDeque) > 0 and array.get(maxDeque, 0) <= currentBar - length
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array.shift(maxDeque)
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while array.size(minDeque) > 0 and array.get(minDeque, 0) <= currentBar - length
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array.shift(minDeque)
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while array.size(maxDeque) > 0 and array.get(highBuffer, array.get(maxDeque, array.size(maxDeque) - 1) % length) <= high
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array.pop(maxDeque)
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while array.size(minDeque) > 0 and array.get(lowBuffer, array.get(minDeque, array.size(minDeque) - 1) % length) >= low
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array.pop(minDeque)
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array.push(maxDeque, currentBar)
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array.push(minDeque, currentBar)
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float highest = high
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float lowest = low
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if array.size(maxDeque) > 0
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highest := array.get(highBuffer, array.get(maxDeque, 0) % length)
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if array.size(minDeque) > 0
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lowest := array.get(lowBuffer, array.get(minDeque, 0) % length)
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float price_range = highest - lowest
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float rsv = price_range > 0 ? 100.0 * (close - lowest) / price_range : 50.0
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k := alpha * rsv + beta * k
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d := alpha * k + beta * d
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if warmupK
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eK *= beta
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float cK = 1.0 / (1.0 - eK)
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resultK := math.max(0.0, math.min(100.0, cK * k))
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warmupK := eK > 1e-10
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else
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resultK := math.max(0.0, math.min(100.0, k))
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if warmupD
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eD *= beta
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float cD = 1.0 / (1.0 - eD)
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resultD := math.max(0.0, math.min(100.0, cD * d))
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warmupD := eD > 1e-10
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else
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resultD := math.max(0.0, math.min(100.0, d))
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float j = 3.0 * resultK - 2.0 * resultD
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[resultK, resultD, j]
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// ---------- Main loop ----------
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// Inputs
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i_length = input.int(9, "Length", minval=1, maxval=500)
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i_signal = input.int(3, "Signal", minval=1, maxval=50)
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// Calculation
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[k, d, j] = kdj(high, low, close, i_length, i_signal)
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// Plot
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plot(k, "K", color=color.blue, linewidth=2)
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plot(d, "D", color=color.red, linewidth=2)
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plot(j, "J", color=color.yellow, linewidth=2)
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hline(80, "Overbought K", color=color.red, linestyle=hline.style_dotted)
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hline(70, "Overbought D", color=color.orange, linestyle=hline.style_dotted)
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hline(50, "Midline", color=color.gray, linestyle=hline.style_solid)
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hline(30, "Oversold D", color=color.lime, linestyle=hline.style_dotted)
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hline(20, "Oversold K", color=color.green, linestyle=hline.style_dotted)
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