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>
62 lines
3.5 KiB
Plaintext
62 lines
3.5 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Volume Oscillator (VO)", "VO", overlay=false)
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//@function Calculates Volume Oscillator
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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/vo.md
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//@param short_period Period for short-term volume moving average
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//@param long_period Period for long-term volume moving average
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//@param signal_period Period for signal line moving average
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//@param vol Volume series
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//@returns Volume Oscillator value
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//@optimized for performance and dirty data
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vo(simple int short_period, simple int long_period, simple int signal_period, series float vol=volume) =>
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if short_period >= long_period
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runtime.error("Short period must be less than long period")
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volume_val = math.max(nz(vol, 0.0), 1.0)
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var p_short = short_period
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var buffer_short = array.new_float(p_short, na)
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var head_short = 0, var sum_short = 0.0, var valid_count_short = 0
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oldest_short = array.get(buffer_short, head_short)
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sum_short := not na(oldest_short) ? sum_short - oldest_short : sum_short
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valid_count_short := not na(oldest_short) ? valid_count_short - 1 : valid_count_short
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sum_short := not na(volume_val) ? sum_short + volume_val : sum_short
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valid_count_short := not na(volume_val) ? valid_count_short + 1 : valid_count_short
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array.set(buffer_short, head_short, volume_val)
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head_short := (head_short + 1) % p_short
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short_ma = valid_count_short > 0 ? sum_short / valid_count_short : volume_val
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var p_long = long_period
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var buffer_long = array.new_float(p_long, na)
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var head_long = 0, var sum_long = 0.0, var valid_count_long = 0
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oldest_long = array.get(buffer_long, head_long)
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sum_long := not na(oldest_long) ? sum_long - oldest_long : sum_long
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valid_count_long := not na(oldest_long) ? valid_count_long - 1 : valid_count_long
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sum_long := not na(volume_val) ? sum_long + volume_val : sum_long
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valid_count_long := not na(volume_val) ? valid_count_long + 1 : valid_count_long
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array.set(buffer_long, head_long, volume_val)
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head_long := (head_long + 1) % p_long
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long_ma = valid_count_long > 0 ? sum_long / valid_count_long : volume_val
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vo_value = long_ma > 0 ? ((short_ma - long_ma) / long_ma) * 100 : 0.0
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var p_signal = signal_period
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var buffer_signal = array.new_float(p_signal, na)
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var head_signal = 0, var sum_signal = 0.0, var valid_count_signal = 0
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oldest_signal = array.get(buffer_signal, head_signal)
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sum_signal := not na(oldest_signal) ? sum_signal - oldest_signal : sum_signal
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valid_count_signal := not na(oldest_signal) ? valid_count_signal - 1 : valid_count_signal
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sum_signal := not na(vo_value) ? sum_signal + vo_value : sum_signal
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valid_count_signal := not na(vo_value) ? valid_count_signal + 1 : valid_count_signal
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array.set(buffer_signal, head_signal, vo_value)
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head_signal := (head_signal + 1) % p_signal
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signal_line = valid_count_signal > 0 ? sum_signal / valid_count_signal : vo_value
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[vo_value, signal_line]
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short_period = input.int(5, "Short Period", minval=1, maxval=50, tooltip="Period for short-term volume moving average")
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long_period = input.int(10, "Long Period", minval=2, maxval=100, tooltip="Period for long-term volume moving average")
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signal_period = input.int(10, "Signal Period", minval=1, maxval=50, tooltip="Period for signal line moving average")
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[vo_value, signal_line] = vo(short_period, long_period, signal_period)
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plot(vo_value, "Volume Oscillator", color=color.yellow, linewidth=2)
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plot(signal_line, "Signal Line", color=color.blue, linewidth=2)
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