mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-06 04:57:44 +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>
75 lines
2.9 KiB
Plaintext
75 lines
2.9 KiB
Plaintext
//@version=6
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indicator("Stochastic Oscillator (STOCH)", "Stoch", overlay=false)
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//@function Calculates the Stochastic Oscillator (%K and %D). %K = 100 * (close - lowest_low(kLength)) / (highest_high(kLength) - lowest_low(kLength)). %D = SMA(%K, dPeriod). Uses efficient deque implementation for min/max and buffer-based SMA.
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/stoch.md
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//@param kLength `simple int` The lookback period for calculating highest high and lowest low.
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//@param dPeriod `simple int` The smoothing period for the %D line (SMA of %K).
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//@returns `[float, float]` A tuple containing the %K value and the %D value.
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stoch(simple int kLength,simple int dPeriod)=>
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if kLength<=0 or dPeriod<=0
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runtime.error("Both periods must be positive")
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var float kVal=0.0, var float dVal=0.0
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var int dHead=0, var float dSum=0.0
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var array<int>lowestDeque=array.new_int(0)
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var array<float>lowestBuffer=array.new_float(kLength,na)
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var array<int>highestDeque=array.new_int(0)
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var array<float>highestBuffer=array.new_float(kLength,na)
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var array<float>dBuffer=array.new_float(dPeriod,0.0)
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int idx=bar_index%kLength
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float lv=nz(low), float hv=nz(high)
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array.set(lowestBuffer,idx,lv)
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array.set(highestBuffer,idx,hv)
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while array.size(lowestDeque)>0
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if array.get(lowestDeque,0)<=bar_index-kLength
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array.shift(lowestDeque)
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else
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break
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while array.size(lowestDeque)>0
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if array.get(lowestBuffer,array.get(lowestDeque,array.size(lowestDeque)-1)%kLength)>=lv
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array.pop(lowestDeque)
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else
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break
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array.push(lowestDeque,bar_index)
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while array.size(highestDeque)>0
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if array.get(highestDeque,0)<=bar_index-kLength
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array.shift(highestDeque)
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else
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break
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while array.size(highestDeque)>0
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if array.get(highestBuffer,array.get(highestDeque,array.size(highestDeque)-1)%kLength)<=hv
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array.pop(highestDeque)
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else
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break
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array.push(highestDeque,bar_index)
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int li=array.get(lowestDeque,0)
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int hi=array.get(highestDeque,0)
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float lowestLow=array.get(lowestBuffer,li%kLength)
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float highestHigh=array.get(highestBuffer,hi%kLength)
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float rnge=highestHigh-lowestLow
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kVal:=rnge>0?100*(close-lowestLow)/rnge:0.0
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if bar_index==0
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dSum:=kVal*dPeriod
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array.fill(dBuffer,kVal)
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else
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float oldVal=array.get(dBuffer,dHead)
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dSum:=dSum-oldVal+kVal
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array.set(dBuffer,dHead,kVal)
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dHead:=(dHead+1)%dPeriod
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dVal:=dSum/dPeriod
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[kVal,dVal]
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// ---------- Main loop ----------
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// Inputs
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kPeriod = input.int(14, "K Length", minval=1)
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dPeriod = input.int(3, "D Smooth", minval=1)
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// Calculation
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[kValue, dValue] = stoch(kPeriod, dPeriod)
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// Plot
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plot(kValue, "Stochastic %K", color=color.green, linewidth=2)
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plot(dValue, "Stochastic %D", color=color.red, linewidth=2)
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