mirror of
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>
67 lines
2.2 KiB
Plaintext
67 lines
2.2 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Triple Exponential Moving Average (TEMA)", "TEMA", overlay=true)
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//@function Calculates TEMA using triple exponential smoothing with compensator
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/tema.md
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//@param source Series to calculate TEMA from
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//@param period Lookback period for TEMA calculation
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//@param alpha Optional smoothing factor (overrides period if provided)
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//@param corrected Use diminishing alpha factors for each stage
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//@returns TEMA value from first bar with proper compensation
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//@optimized Uses exponential warmup compensator on all three EMA stages for O(1) complexity
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tema(series float source, simple int period=0, simple float alpha=0.0, simple bool corrected=false) =>
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if alpha <= 0 and period <= 0
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runtime.error("Alpha or period must be provided")
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float a1 = alpha > 0 ? alpha : (period > 0 ? 2.0 / (period + 1) : 0.1)
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float r = math.pow(1.0 / a1, 1.0 / 3.0)
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float a2 = corrected ? a1 * r : a1
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float a3 = corrected ? a2 * r : a1
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float beta1 = 1.0 - a1
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float beta2 = 1.0 - a2
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float beta3 = 1.0 - a3
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var float e1 = 1.0
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var float e2 = 1.0
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var float e3 = 1.0
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var bool warmup = true
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var float rema1 = 0.0
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var float rema2 = 0.0
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var float rema3 = 0.0
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var float ema1 = source
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var float ema2 = source
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var float ema3 = source
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rema1 := a1 * (source - rema1) + rema1
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if warmup
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e1 *= beta1
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e2 *= beta2
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e3 *= beta3
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float c1 = 1.0 / (1.0 - e1)
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float c2 = 1.0 / (1.0 - e2)
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float c3 = 1.0 / (1.0 - e3)
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ema1 := rema1 * c1
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rema2 := a2 * (ema1 - rema2) + rema2
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ema2 := rema2 * c2
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rema3 := a3 * (ema2 - rema3) + rema3
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ema3 := rema3 * c3
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warmup := e1 > 1e-10
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else
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ema1 := rema1
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rema2 := a2 * (ema1 - rema2) + rema2
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ema2 := rema2
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rema3 := a3 * (ema2 - rema3) + rema3
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ema3 := rema3
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3 * ema1 - 3 * ema2 + ema3
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(10, "Period", minval=1)
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i_source = input.source(close, "Source")
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// Calculation
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tema_value = tema(i_source, period=i_period)
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// Plot
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plot(tema_value, "TEMA", color=color.yellow, linewidth=2)
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