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>
69 lines
2.8 KiB
Plaintext
69 lines
2.8 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Percentage Volume Oscillator (PVO)", "PVO", overlay=false)
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//@function Calculates Percentage Volume Oscillator
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/pvo.md
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//@param vol Volume series
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//@param fast_period Fast period for volume MA
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//@param slow_period Slow period for volume MA
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//@param signal_period Signal line smoothing period
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//@returns tuple with [pvo, signal, histogram] values
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//@optimized Beta precomputation for EMA warmup compensation
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pvo(series float vol, simple int fast_period, simple int slow_period, simple int signal_period) =>
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if fast_period <= 0 or slow_period <= 0 or signal_period <= 0
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runtime.error("All periods must be greater than 0")
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if fast_period >= slow_period
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runtime.error("Fast period must be less than slow period")
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float vol_val = nz(vol, 0.0)
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float fast_alpha = 2.0 / (fast_period + 1)
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float slow_alpha = 2.0 / (slow_period + 1)
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float signal_alpha = 2.0 / (signal_period + 1)
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float fast_beta = 1.0 - fast_alpha
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float slow_beta = 1.0 - slow_alpha
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float signal_beta = 1.0 - signal_alpha
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float slowest_beta = math.max(fast_beta, slow_beta, signal_beta)
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var bool warmup = true
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var float e_fast = 1.0
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var float e_slow = 1.0
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var float e_signal = 1.0
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var float e_slowest = 1.0
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var float fast_ema = 0.0
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var float slow_ema = 0.0
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var float signal_ema = 0.0
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fast_ema := fast_alpha * (vol_val - fast_ema) + fast_ema
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slow_ema := slow_alpha * (vol_val - slow_ema) + slow_ema
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if warmup
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e_fast *= fast_beta
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e_slow *= slow_beta
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e_signal *= signal_beta
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e_slowest *= slowest_beta
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warmup := e_slowest > 1e-10
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float c_fast = warmup ? 1.0 / (1.0 - e_fast) : 1.0
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float c_slow = warmup ? 1.0 / (1.0 - e_slow) : 1.0
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float c_signal = warmup ? 1.0 / (1.0 - e_signal) : 1.0
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float fast_comp = c_fast * fast_ema
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float slow_comp = c_slow * slow_ema
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float pvo_val = slow_comp != 0.0 ? ((fast_comp - slow_comp) / slow_comp) * 100.0 : 0.0
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signal_ema := signal_alpha * (pvo_val - signal_ema) + signal_ema
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float signal_val = c_signal * signal_ema
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float histogram_val = pvo_val - signal_val
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[pvo_val, signal_val, histogram_val]
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// ---------- Main loop ----------
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// Inputs
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i_fast_period = input.int(12, "Fast Period", minval=1)
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i_slow_period = input.int(26, "Slow Period", minval=1)
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i_signal_period = input.int(9, "Signal Period", minval=1)
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// Calculation
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[pvo_value, signal_value, histogram_value] = pvo(volume, i_fast_period, i_slow_period, i_signal_period)
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// Plot
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plot(pvo_value, "PVO", color=color.yellow, linewidth=2)
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plot(signal_value, "Signal", color=color.red, linewidth=2)
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plot(histogram_value, "Histogram", color=color.blue, linewidth=2, style=plot.style_histogram)
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hline(0, "Zero Line", color.gray)
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