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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>
48 lines
1.6 KiB
Plaintext
48 lines
1.6 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Bias (BIAS)", "BIAS", overlay=false)
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//@function Calculates the deviation of a signal from its moving average (BIAS).
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/bias.md
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//@param src The source series.
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//@param len The lookback period for the SMA. Must be > 0.
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//@returns The BIAS value.
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//@optimized for performance and dirty data
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bias(series float src, int len) =>
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if len <= 0
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runtime.error("BIAS length must be greater than 0")
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var float sma_sum = 0.0
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var float[] sma_buffer = array.new_float(len, na)
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var int sma_head = 0
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var int sma_validCount = 0
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float sma_oldestVal = array.get(sma_buffer, sma_head)
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if not na(sma_oldestVal)
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sma_sum -= sma_oldestVal
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else if not na(src)
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sma_validCount +=1
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sma_sum += nz(src, 0.0)
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array.set(sma_buffer, sma_head, src)
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sma_head := (sma_head + 1) % len
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float movingAverage = na
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if sma_validCount >= len or bar_index + 1 >= len
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movingAverage := sma_sum / math.max(sma_validCount, 1)
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if bar_index < len -1
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movingAverage := sma_sum / math.max(bar_index + 1, 1)
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float bias_result = na
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if not na(movingAverage) and movingAverage != 0
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bias_result := (src - movingAverage) / movingAverage
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bias_result
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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i_length = input.int(20, "Length", minval=1)
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// Calculation
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biasValue = bias(i_source, i_length)
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// Plot
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plot(biasValue, "BIAS", color=color.yellow, linewidth=2)
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